Originally Posted by
knope2001
They are on in the same sterile area -- you can get from your inbound flight over to Cape Air without leaving security.
I think that United will check a bag through on Cape to UIN (if you've checked a bag) for you, but of course find that out before you leave. If you have to retrieve your bag as the carousel and re-check your bag, of course you'd need to leave security to do that.
I checked on the UA website and they sell 9K tickets connecting at STL to UIN (at least from ORD). Since UA has an interline agreement with 9K, they should check any bags. The only possible issue I could see is if the 9K equipment has any baggage limitations.