Whether or not you can check bags depends on baggage interlining agreements between airlines.

If you're on a single itinerary then 99% of the time you can check your bags all the way to your destination. (I used to think it was 100% of the time until a friend told me about the time he wasn't able to check a bag from one BD coded flight to another on the same itinerary - operating carriers were Air Canada and Air Malta)

If you're on separate itineraries much will depend on the goodwill of your first airline. If you're within the same alliance there is a reasonable chance that bags can be checked through. If you're using carriers in different alliances the chance of being able to interline your baggage is a lot less. If one of your carriers is a low-cost carrier (didn't you mention Norwegian?) you can be almost 100% certain that you will have to collect and recheck your bag.

Two hours at FRA is fine if your bags get checked all the way through. If you're arriving at ARN on Norwegian then you will almost definitely have to collect and recheck bags, and 1:25 won't be enough.