The Marshall Islands and the Federated States of Micronesia are foreign countries not in the Western Hemisphere. Definitely a regular, full immigration check when you arrive GUM or HNL. You must have a passport (book) even if you transit US-NRT-GUM, so hopping islands isn't any different. GUM has Guam customs and HNL has US customs. GUM transits should not involve picking up bags (because there are no "customs-domestic" flights from GUM), but immigration is mandatory (can't transit without visa, etc.)