Wanted to report back on my experience and findings.
After landing in EWR at 6 am, I went to the UC to shower and relax (my appt in the city wasn't until 10 am). Around 8 am I went out, and found the carousels cleared. I went to baggage services and they confirmed they had my bags and told me to go pick them up at a different window. I decided not to pick them up, and figured I'd go back at 8 pm tonight to get them.
Finding #1 - At EWR, they pick up all the bags. I didn't see a single bag laying out
Finding #2 - Between carousels #1 and #2 there IS baggage storage available, but only if you have a United ticket. (I didn't use this, but was relieved to see it was there).
I got a call this afternoon from baggage services telling me they had my bags, and asking if I'd like them to just check it on my next flight for me or if I wanted to pick them up later. THey just assumed I hadn't noticed it wasn't checked all the way through.
So in the end, it all worked out, and there were a few different options.
Did you agree to have them just check it on to final destination? If so let us know if you actually get it at your final destination.