Flying back and forth to Africa I run into this issue:
When I am leaving the USA they check my baggage all the way to my final destination. However, when I am leaving Africa for the USA, they check my bag to the airport of entry. I collect it, clear customs and then must have it rebooked on the flight to my final destination.

Is there a way to have my bags ticketed to my final destination when I check-in in Africa without having to stop and have it rechecked to my final destination at the first airport I hit in the USA?