After running across airport I had an agent automatically tag my bag since it was late in boarding. I left my bag on the jetway as instructed--wasn't comfortable because of my connection to UA express in SFO. I also found quite a few bins with space & the FA sent me out to get my suitcase. She said that if it was still there to get it and bring it on as there was room. Unfortunately it was already gone. So, I assume there is no issue with bringing a bag tagged to be checked on board as long as the FA let's you.
I did get mad when, after I was in my seat, they let several non-revs bring their suitcases onboard.