CARGO LOST FROM OPEN CARGO DOOR AFTER TKOF.

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HOW TO PREVENT? DON'T DEPEND ON COPLT. FIX DOOR LIGHT WARNING SYS. WALK AROUND BEFORE EVERY DEP. THE FOLLOWING IS A RPT OF AN INCIDENT AT GCC WHEREIN CARGO WAS LOST FROM AN OPEN CARGO BAY ON TKOF. ON DEP GCC TWR ADVISED OBJECTS DROPPED FROM ACFT. AT THIS TIME THERE WERE NO WARNING LIGHTS ILLUMINATED IN THE COCKPIT TO INDICATE THAT A CARGO COMPARTMENT DOOR WAS OPEN. ACFT RETURNED TO GCC AND COMPANY NOTIFIED. I ASKED THE SO IF HE HAD UNLOADED THE PODS. HE SAID NO; ONLY 4 BOXES FROM THE CABIN. THIS GCC CARGO LOADED AT THE LAST MOMENT IN DENVER AND ALL EXCEPT 4 LARGE BOXES WERE PLACED IN PODS. ON ARR GCC THE FIRST TIME I WENT TO THE FAR SIDE OF THE ACFT AND UNLOCKED THE POD DOORS. FREIGHT HAD NOT ARRIVED. WENT INTO TERMINAL TO USE BATHROOM. COMING OUT MET COMING IN. ASKED IF FREIGHT HAD EVERYTHING AND HE SAID YES. REBOARDED AND TOOK OFF. THIS WAS A DOUBLE FAILURE; 1) ON MY PART AS CAPT; AND 2) THE BAGGAGE DOOR LIGHT WARNING SYS WAS INOP; A FACT UNKNOWN BY THIS CREW. I REGRET THIS OCCURRENCE TO OUR GOOD CUSTOMERS; BUT MUST POINT OUT THAT IN 8 YRS OF 135 FREIGHT FLYING THIS IS THE FIRST TIME I HAVE EVER LOST A PIECE OF FREIGHT.