Pre-9/11, I curb checked my bag but I was running a little late so got bumped off my flight before I made it to the gate. My bag made it on though. But that was before 9/11, so I imagine that would not happen today.
Additional funny bit about that: The flight I got bumped from was from Seattle to San Jose with a layover in San Francisco (don't ask). I was able to get onto another flight to SFO a couple hours later but was going to be on Stand-By for the SFO-to-SJC leg. So I just arranged to have some one pick me up at SFO rather than stand-by for that last (short) leg. They picked me up at SFO and we drove straight to SJC to get my bag. Only... my original flight had been severely delayed so I actually made it to SJC before my bag... which left SEA a good 2 hours before me. o_0
Additional funny bit about that: The flight I got bumped from was from Seattle to San Jose with a layover in San Francisco (don't ask). I was able to get onto another flight to SFO a couple hours later but was going to be on Stand-By for the SFO-to-SJC leg. So I just arranged to have some one pick me up at SFO rather than stand-by for that last (short) leg. They picked me up at SFO and we drove straight to SJC to get my bag. Only... my original flight had been severely delayed so I actually made it to SJC before my bag... which left SEA a good 2 hours before me. o_0