Unless they're hot pink plaid or some such.

Your bags will be checked through to your destination at the first airport. When you arrive in the States you will retrieve your bags in the claim area which is between immigration and customs. You will physically take your bags with you through customs, and directly beyond that, there will be a place to drop your bags for the next flight. Someone will just grab them from you and throw them on the belt. Job finished. No one will pay any particular attention.