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Continental should check your bag all the way through to DTW. They may not be able to give you a boarding pass, but you should be able to pick that up from a service desk in O'Hare without going land-side. Make sure you have the details of the onward flight with you at the check-in counter, get there a bit earlier than normal and be polite about the situation. Technically the CO agent does not have to do it, but my experience has always been that they will.