Originally Posted by
irishguy28
I have done that where I had booked a separate domestic and international ticket to save some significant airfare.
As mentioned they are not obligated to do it and you should plan on having enough time to claim and recheck your bags. However, the airlines MAY interline it and check it through to the final destination. You should have a printed ticket for the continuing flight/s with you that has the reservation and ticket number on it. That way they can manually enter the information into your record so that they can check the bag through to include the other reservation.
Be polite and arrive before the crush to help your chances. It can't hurt to try. Asking politely, they accommodated my request with a bit of annoyance for the extra work but without much fuss and ultimately my bags arrived at my final destination without any issues (make sure to check the tag before they remove to confirm). More time in the lounge vs. schlepping bags in the connecting airport.