How do you get your luggage when it doesn't show in the carousel

Go to the Southwest counter by the baggage claim area

There are 2 counters for baggage, one by the single carousel for gates 1, 1a & 2; and, the other along the rear wall of the main baggage claim carousels.

Never had it happen to me!

There's a place in the baggage claim of most airports for oversized or lost luggage. I would talk to somebody there and see if they can find it. Otherwise, it might have gotten on the wrong plane, in which case you'll need to work it out with Southwest. That happens sometimes and it's not fun but they can generally find it and get it to you. Good luck!