FlyerTalk Evangelist
Join Date: Jul 2005
Location: Seat 2A
Programs: AA EXP LT GLD 1MM, BA GLD, NH/UA*G, Hyatt Dia, Marr Tit LT PLT, IHG Spire,HH Dia, MGM NOIR,Hertz PC
Posts: 10,571
The OP seems to be US citizen so with how many bags (if any at all) he comes bag is not the business of the authorities.
Worst case scenario file a claim at your final destination say you claimed it and rechecked the bag. Bag will turn up (hopefully) and they send it to you.
Good luck on your trip !