So since I was half way to the airport at that point, I figured I might as well take one last run down there and if they were not there, I would go on my lunch break or something like that and check on them.
So I got down there, found a parking spot and went in to the airport. Looked at where my bags should have been (they were grouped by flight #) and no dice. But at the same time a flight had come in, so I asked someone, and they said it had come from O'Hare.
So then I just started to look around a little bit more, and lone behold, there was one of my bags. So then I started to look a little harder, and sure as shit, there was my second bag.
So now I am done with that, and happy to be home.