Your bags will be tagged through to your final destination. However, you will need to clear US Immigration at PHL, proceed to the baggage claim and take your bag through US Customs, and then drop it off for your onward connecting flight.
It has been a while since I connected through PHL (and I tend to fly with hand baggage only), but you'll probably end up going through a further security screening before going back into the terminal for your onward flight.
Hope this helps!