I had two flights, first 9W from CCU to DEL, and then KL from DEL to AMS, on different PNRs. In the past, I have often checked luggage through to the final destination: you ask the first airline to link the PNRs, so that the check-in agent can see the entire itinerary, and then you can check the luggage through.

In CCU, this did not work. The 9W supervisor told me that this can only be done if the itinerary is on one ticket, so I needed to collect my luggage in Delhi and recheck.