My suitcase has not arrived.
'Valigia' — va-LI-ja. Three syllables; the 'gi' before 'a' is soft, like 'j' in 'jam'. Stress on the second syllable.
Say this at the airline's baggage claim desk when all luggage has been collected by other passengers but yours is missing. Go immediately to the baggage office (ufficio bagagli).
'Non è arrivata' is the passato prossimo negative of 'arrivare'. Reflexive and many intransitive verbs use 'essere' as the auxiliary, and the past participle agrees with the subject: 'arrivata' (feminine singular) agrees with 'valigia'. This is a key rule: 'avere' verbs no agreement; 'essere' verbs agree.
Il mio bagaglio è andato smarrito.
My luggage has been lost.
More formal term for lost/misplaced luggage.
Devo compilare un modulo per il bagaglio smarrito?
Do I need to fill in a form for lost luggage?
A PIR (Property Irregularity Report) must be filed.
Quando arriverà la mia valigia?
When will my suitcase arrive?
Ask for an estimated delivery time.
Under EU Regulation 889/2002 and the Montreal Convention, airlines are liable for delayed, lost, or damaged luggage. You must file a Property Irregularity Report (PIR) within 7 days. Compensation covers necessary purchases (clothing, toiletries) while waiting — keep all receipts.