Originally Posted by sbm12

The official policy is that they do not have to. The reality is that they nearly always do.

Have with you a printout of the onward travel, including the PNR and ticket number if at all possible. And arrive early so that the agent in ROC is not rushed to complete the transaction. Simply explaining that you have two separate trips but both are *A and both issued by CO and that you'd like the back checked through has always worked for me.