It used to be that once you checked in for your flight at your home city, you didn't see your luggage again until it was delivered to your room. As long as you had your ship's luggage tag on your luggage, it was picked up at your destination by cruise ship folks and taken to the ship. NOT ANY MORE! Due to security etc, you must claim your luggage at your destination and see that it makes it to the transfer bus. I always recommend that you make sure it comes off the bus, too, and onto whatever cart it's supposed to.
Kimp, now you know why I tend to use a rollaboard that I keep with me at all times, even if it means wearing some outfits over again...