XBEE Data loss at speeds higher than 9600 baud

If you're using XBees, they're probably only good for about 10m range. XBee Pros will
do more like 100m LOS.

And as Jack mentioned, check the d/s for the size of the internal FIFO of your module,
and gauge the rate of data transmission accordingly. Xbees have a handshake signal
[probably CTS] you can use to throttle data flow.

The other thing is, you cannot connect both the XBee and USB port to the UNO Rx,Tx
pins simultaneously, as the signals will conflict. This is the usual suspect. UNO doesn't
really do XBee very well.