Well, here's the rules. My limited experience is I've had to retrieve bags intended for a flight the next day (with the exception of red-eyes).

"United will transfer bags to a connecting flight when the connecting flight is scheduled to depart within 13 hours of the customer arriving at the connecting city. Customers making connections that involve an overnight stay must claim baggage and re-check baggage, subject to applicable charges, for the connecting flight on the following day."