Ultimately, the bags should get to Philadelphia.

The baggage handlers will know that the AA flight was cancelled and should work to tag them to the flight you are on.

Do you have a tight connection in ORD to the new flight? If not, I would check w/the gate agent upon arrival - or better yet - go to the AC if you are member - and have them look into the bags' status while still in ORD. They can contact baggage handling directly and try to get the bags to the new flight w/you.

In the event the bags don't make it on your flight, when you get to PHL - you'll need to go to the AA baggage office and arrange to have AA ultimately deliver the bags to your hotel, house, etc..