Bags are to be checked through to a customer's final destination per the FAA.
I don't know - but I know that it has not been enforced many times with me = never!
I sometimes even check my luggage to different airports 'on my way' (as long as I don't have a legal stopover).
Example 1 (piece concept): from last nov 2002: our ski-bag was checked through ZRH-FRA-DEN-ASE, our other bag was only checked through to DEN (where we spent one night, before going to ski early next day at Aspen). ZRH-FRA-DEN on LH, DEN-ASE on UA Express.
Example 2 (weight concept): this january 2003: main bags ZRH-SIN-MEL, one bag (with a present for a businesspartner in Singapur) only to SIN.