Checking bags is something I never normally do, so apologies for the somewhat noob question.

I'm currently enroute to ORD, to connect to AA4367 ORD-PHL which just cancelled, probably WX. Checking the res online, AA have proactively rebooked me on US742. ^ No complaints there.

Question is, my bags are checked thru to PHL with the (now) cancelled flight number - what will happen in this situation?