My parents tried short-checking their bags at SYD as they were doing SYD-SFO-JFK-SFO-SYD with a legal stopover in SFO on the return segment.
The plan was to pick them up at SFO (SYD-SFO flight arrives around 11am), spend the day with me and then the family was going to take the SFO-JFK red eye together to play tourist in NYC for a few days. Turns out the agent at SYD refused to short-check so everything got tagged to JFK. However bags have to be physically picked up at SFO to clear customs before "transferring" to the domestic leg. Mum says Dad held on and wouldn't let the "helpful" guy take the bags from him to put on the conveyor belt for connecting flights. When I got to SFO that evening I did tell the agent at check in that our bags would not be on the JFK flight with us. Didn't seem to be a problem.