With small planes it basically works like this - on many of the tiny regional turboprops, your baggage is waiting by the side of the tarmac as you exit the airplane, and you pick it up before you enter the terminal, not at baggage claim.

It's mostly a problem of scale. Unloading 20 bags in the 5 minutes or so before the passengers start to deplane is no problem. Unloading 500 bags would be.