Even more specific, you should read this page, go all the way down to "Airports Without Customs Control" and "Airports With Customs Control".

http://www.turkishairlines.com/en-in...ger-procedures

The page is not complete, YKO and OGU should not have customs either. Based on my experiences through IST n times, picking up the luggage and re-checking in doesn't take much longer as you walk by the baggage claim area.

So you'll need to pick up the bag if the final destination is in "Airports Without Customs Control" plus YKO and OGU even if it's tagged all the way there.