So I hung up and simmered for a little while, then called back and hit zero a bunch of times. While in the past this didn't accomplish anything other than getting me put in the phone queue for eternity, this time it actually put me through to someone.
He informed me that they didn't have an address on file to deliver the baggage to, so the delivery company returned it to the airport. The baggage supposedly will be there waiting for me when I return to the airport tomorrow evening for my flight back. If it isn't I guess at least I will actually be at the baggage claim office, so it will not be possible for them to hide from me.