Originally Posted by LizzyDragon84

The security setup varies from country to country. The problem with the US setup is that there's no exit immigration- in other words, you don't go through immigration before boarding an intl. flight. This creates a problem since there's no international sterile area at any US airport. Domestic and intl. passengers get all mixed together.

So people making an intl to intl connection are force to clear immigration even if they're never leaving the airport. In Orlando's case, there's no way to keep passengers from going back into the sterile area, so everyone has to get rescreened. That fortunately isn't the case at all airports- the larger ones give passengers the option to exit out to the street after customs or get rescreened to go to their next flight.

As far as going through customs without checked bags- I don't know of anyplace in the US where you can do that.