Um... what country did you move from? If U.S. Customs had any reason to check your baggage, they would of screened it in front of you at an inspection station.
There is a possibility security at your departing airport may have inspected your bag and forgot to place it back into your bag after temporarily removing it. (In such a case, contact the departing airport's lost-and-found service.) Alternatively, it might of been stolen by someone handling your baggage. (In this case, file a claim with the airline.)
Work part-time as a TSA officer.