Just got back from range and searched Google after having problems with the extractor. I stumbled upon this thread and thought I'd chime in...

I shot about 100 winchesters without a problem and switched to some remington yellow jackets. These are terrible in my gun.. Constant FTF/FTE problems. On one of them, I noticed the case stuck in the bore, took everything apart, got it out, put it back together to fire, and then noticed the same thing. Upon inspection, the extractor was gone.

I found a spring, the extractor, and a separate post-like piece around the table and floor. I'm not sure if it was done correctly, but I managed to put it all back together and shoot while at the range. Seems the narrow portion of the post-like piece sits in the spring which then slides into a hole spring first in the bolt. This assembly pushes forward on the extractor piece which is positioned by a notch on the bolt. One can see this notch by just looking at the underside. Pushing out from the notch (small tool required) while pushing in the same direction on the exposed portion of the extractor should remove it from bolt. This will probably launch the post-like piece out of the bolt. It's a miracle I found it.

I switched back to the winchesters which had been flawless and started to get FTF/FTE. I went through three mags before leaving where the first two were in same mag and the last was a different one. The first two had several FTF/FTE problems and the last fired without fail. One mag isn't enough to say that was the cause, so I'll go to the range one more time before deciding whether or not I should contact SW for repair.