World's smallest plane

So I just flew back from an AWESOME week at my Aunt MB's lake house (more about that in a bit) and had a ridiculous flight experience. I flew from South Bend, IN, the closest airport to the house through Cleveland and to New York. The plane going from South Bend to Cleveland was literally the smallest plane I've ever been on. There was one row of seats on each side and 3 in the back and there were only about 6 rows. It didn't even have jets. Propellers, and not turbo props like I've had on flights out west, but no jets, wind em up propellers. REALLY small. Now, because the plane was so small the luggage compartment was immediately behind me (i also had the worst seat ever because I booked late and have no status on Continental, but that's not important right now) and as they're loading the bags in I can hear everything the baggage handlers say. They get everyone else's in and I see two left on their cart, mine and someone else's that was headed to Denver. I hear the baggage handlers say "Ok, send LaGuardia and Denver to Cincinnati." Now, this really doesn't make any sense to me but I figure maybe because it's the world's smallest plane, we might be overweight and because there was no flight attendant (seriously, I could SEE the pilots and look out the front window the whole time!!) for me to tell that my bag was being sent to Cincinnati, there was really nothing I could do but hope that there are other flights going out to NY from Cincinnati and they will be able to get it there.
Well, I get to NY safe and sound and sure enough, no bag. So then I go to Continental baggage services and ask them what they thought about it and they said, well we don't fly from Cincinnati to New York so that wouldn't make ANY sense. Great. I file the whole deal with the baggage serivces and called for my status when I got home. Still no sign of it, but they think that maybe it ended up on the Delta flight to Cincinnati that left at almost the exact same time as I did from South Bend. That plane was a jet, maybe even had 10 rows. I'm SURE they had room for it! grrr, so now I wait for it.
updates and a wrap of my week tomorrow....