familycruisin, You won't like the response from the cruiselines when issues like this occur. Ever seen the disclaimers you agree to when you get your docs? They pretty much deny responsibility for anything and everything that may go wrong. Don't be surprised if the cruiseline blames the Port Authority workers and vice versa. If there were a transfer company in play there would be three sets of fingers pointing in a circle. The truth is there is no way to know who is responsible in lost luggage situations. You have airlines, port workers, ship staff, transfer drivers and then you have bags being left both in the hallway at the end of a cruise that are accessible to everyone on the ship. In addition you have an honor system with all the bags on the floor on the cruise terminal that you go and claim your bags from as you approach the Customs stations. Sometimes you can determine when they disappeared and eliminate some of the links in this chain but that still leaves several posibilities as to what happened. None of the parties will ever claim the blame and they have legal disclaimers to back their denials.
It's not pretty but it's the way things are, they pay good lawyers to protect their interest with their policies and contracts that they require you to accept in order to cruise. It is almost always the passengers responsibility in the end to insure against loss. Without such insurance you're left with hoping for some good luck or eating the loss.