When we went down for our wedding in 2010, our plane landed in Miami about 5-10 minutes before our next one to MoBay was supposed to leave, luckily it was the next gate, we literally exited the door and went to the right into the door right next to us and boarded.....our bags made it fine (thankfully)

In all 12 trip so far my bags were only lost once, back in 1999 and I was staying at a guest house in Green Island. They had someone drive them out to me and I got my bags at about 7pm that night.
No problem, mon!