I was on a flight from JNB to O'Hare via AMS on KLM. I then had a connecting flight on Delta to my final destination, MSP. I did not know I had to retrieve my bag and check it in for the connecting flight (the tag listed AMS, ORD, MSP). I have filed a report for my lost bag with Delta and KLM. Is there anyone else I can contact at O'Hare to find my luggage? Even if they find my bag at O'hare would they ship it to MSP so I could retrieve it??