We had a lost bag a couple years ago. My son-n-laws. #1 they already new it was lost and where it was while the rest of our bags were being pulled from carousel at MBJ. #2 2 options, they would deliver to hotel next a.m. (we had a 7:00 p.m. arrival flight), or we could pick up at airport.

I had another couple to pick up next day so I took pick up bag at airport option. I went in a door just to the left of the arrival exit and showed my ID and son-n-laws bag check. They brought out bag and with my signature turned it over. I will note there was an airline inspection tag (not TSA) on the bag. Overall a painless process allowing me to experience on more of the runnings.