I once flew from Chicago to Dushanbe via Istanbul. My bag was checked and a sticker for it was attached to my boarding pass. While traversing through Turkey, they required both my incoming and outbound boarding passes, and kept that one. So in Dushanbe, they wouldn't give me my bag, since I no longer had the sticker.

I had to wait until every single person was off the plane and had exited with their bags, and there was only one bag left, and me. Then they believed the bag was mine and let me take it.

All of this made me slightly anxious, since I don't speak Tajik, but it worked out, I guess.