Lga has different baggage claims for different terminals and Airlines (in most cases) as it is not connected= separate buildings.

Easy to walk between terminals at lga as a pedestrian path is available.
If you can review the airport map it should help or google map. Lga will be available /open at midnight but don't know if any services are open.

The only terminal not easily accessible from remainder of airport is marine air terminal. One would need to take cab.