I've wondered this as well and frankly, I think you and I both know the answer - it would be a major hassle. I'm telling my guests that if their luggage doesn't make, they won't see it until we get back. Basically, they HAVE TO make it fit in a carry-on.

I'm not sailing back to Tortola (or wherever) to pick up luggage that has finally made it somewhere in the middle of the trip.

Maybe I'm wrong an American will ferry it out to me on me ball at Anegada but I don't think so...