Originally Posted by saaveraward

I recently did exactly this and checked my bag at HKG just as you would when you fly. Be advised, upon arrival at the ferry terminal it's a free for all. They just dump the luggage out and everyone swarms to it since the next step is to get processed at immigration.

Going from Macau to HK island is different. You pay the baggage fee, wheel your bag to a separate counter where they tag it and then you take it on to the ferry. This wasn't a problem with a large bag. Before you disembark, they hand you your bag.

Spend the extra couple bucks for "first class" as it was empty and quiet on my trips. Do NOT eat anything they serve you though or expect to be fed properly.

Also, be aware of the ferry schedule. It is much less frequent from HKG to Macau than from Kowloon/Hong Kong Island to Macau.