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Assuming that this is just one PNR (Ticket) to start with, you may get your luggage checked through to your final destination and boarding passes for all segments. United and Air New Zealand are part of the Star Alliance so it should smooth things over.
The worst I could see happening is picking up your luggage at LAX Baggage Claim and going over the Air New Zealand and getting your luggage checked and boarding Passes for the remaining segments. BWI's United gate agent will tell you if you need to do this.