At the Memorial Tournament last year I saw Nick Faldo give this tip to the governor of Ohio, John Kasich, who was struggling to get the ball out of the bunker. He would swing off his back foot and flail at the ball with his arms. He had very little body rotation and kept hitting too far behind the ball. Nick told him to get into his setup but without a club. He then had him cross his arms, putting his right hand on his left shoulder and his left hand on his right shoulder. From there, he told Kasich to turn his shoulders away from the target and then toward it. The idea was to keep rehearsing this turn back and through until he could feel it in his swing.
What Nick was getting the governor to do is use his shoulders to drive the motion. The arms follow this pivot, swinging low and left of the target. If you incorporate the feeling of this drill, you'll continue your shoulder turn through impact and avoid leaving the ball in the bunker.
What do you do when your ball is buried in the sand and the pin is fairly close? Lee Trevino taught me this shot. Weaken your grip, open the face of your wedge, play the ball forward of center with your weight on the front foot, and swing steeply into the sand right behind the ball. You have to swing hard to generate enough speed to produce a soft shot that stops quickly on the green.