When I woke up, my suitcase was gone.

Literal

Eye [subject-が] wake-up-[and-see-たら], suitcase [subject-が] had-disappeared.

なくなっていた ('had become nonexistent / had disappeared') stacks ない + なる + ていた — a very Japanese-feeling construction. The suitcase didn't 'disappear' as an action; rather, by the time of waking, the state of 'not existing here' had already come about. Classic use of past resultative for a discovered absence.