I missed my flight, the airline is being difficult, can anyone

So the airline is saying that I had enough time to catch my connecting flight, how ever my luggage is still at the airport. Wouldn't it have been transferred to the connecting flight if I had enough time?

When you didn't show up to the gate for your connecting flight, they had to remove your bag. Or if you had made it, it would have been on the next flight after you took. So did you leave the airport during your layover? That's totally your fault.

Airlines don't load luggage without the passenger.

You've missed your flight; the airline don't have to do anything further.

I'm not sure what you are expecting anyone here to do. You haven't even told us what the problem is other than you missed your flight (I'm guessing this is a connection). Are they telling you that you are stuck there or are you just pissed that they are putting you on a later flight?
The best you can do is to keep pushing the issue up to management.
Like some others have said, they might have just pulled your bag off. Even if your bag didn't make it, that has no direct relation to whether or not you could have made the flight. I've been separated from my luggage several times.

Sometimes luggage doesn't make a flight even when the passenger does. So just because your luggage didn't make the flight doesn't mean that you didn't have enough time. Additionally, the luggage may have made it but wasn't loaded because you didn't board.

The airlines know when your first flight landed; if you had been delayed and couldn't make the connection, then they definitely would have worked with you. It seems you probably made some stops along the way to your next gate and missed it - which is your fault and not theirs.

Few things that need clarification. 1.) Was your transfer with the same airline? 2.) How much time was there in between flights?

Regarding your checked baggage, there's always a chance that the baggage may not make it to the transfer aircraft on time due to logistics. (i.e. Resources allocated to other flights, staffing, conveyor issues, etc.) It doesn't happen often but it does.

There are also some airlines that will hold onto transfer baggage until the transferring passenger checks in either at the ticket counter or the gate of the transfer flight.

In which country is this happening? Which airline?

If your are not the plane your luggage would not be loaded.