Only if there is an interlink agreement. I have a flight coming up booked on one ticket, but transferring from CX to TG and I have been advised that I will have to pick up baggage at my transfer point.
CX and TG work with each other well and have interline agreement.
Code:
W/*CX¥*TG«
CX-160 CATHAY PACIFIC AIRWAYS/CATHAY PACIFIC AIRWAYS LTD
MAY ISSUE TICKETS INCLUDING
TG-217 THAI AIRWAYS INTL LTD
THAI AIRWAYS INTERNATIONAL LTD.
MAY CHECK BAGGAGE TO
TG
I don't know, however, whether bags can be through checked from an international to a domestic segment via BKK. Can't remember if I heard something saying that there is a problem with that.