Zombie thread alert!
I used to fly a lot and I never lost a knife. Then again, I was also lucky because I flew mostly between airports with good TSA reputations.
One time I forgot to throw my EDC in my bag (a pretty expensive knife) when checking luggage and caught myself with it at the security checkpoint. I ran back to the JetBlue counter to see if my bag was still around, but it wasn't. It was 20 minutes until take-off. The guy at the counter said he remembered my bag and would get it in there. Sure enough, when I landed, I found it in the bottom of my bag. He was my freaking hero.
My recommendation is to put your knives in a separate bag within your luggage (I call mine my "Bag O' Tricks", since I have nearly anything I might normally need on a trip in there) and plant that bag under your clothes. If you have a toiletries bag, putting them in a weird zip pocket there would work well, too. Avoid anything that gets the TSA to do additional screening of your bag, like messy wires, opaque to x-ray items, and items with odd shapes/properties that might look suspicious.