It varies between airlines but if your luggage is missing in action for somewhere between 21 days and 30 days the airline may declare it as lost and you can claim with the airline. For example with Air NZ, after 21 days if your baggage has not been located you can submit a delayed baggage claim online and complete their customer care form. If your baggage is lost and irrecoverable from the airline, you may have provision to claim on your travel insurance under lost luggage.