You could try to create a fun irony by having the reaction to the lost luggage be the biggest deal in the story, rather than merely the conclusion. Perhaps there is something important in the luggage and that the luggage is continually on the mind of your protagonist even in the midst of all this seemingly all-important action adventure that is taking place. Maybe the character tries to take the luggage along or he continually takes things out of the luggage that help him on this remarkable journey. Have fun with it!
Be sure to include dialogue in your story as it adds a sense of reality to the narrative. If you can make the loss of the luggage ironic or humorous, too, then your story will have that interesting reversal that stories by O. Henry and Saki possess. Perhaps, trying for a serious Agatha Christie tone in the exposition and rising action and evn the climax can lead to the ironic reversal of the hero carelessly losing luggage.