If I look up options to fly on United from Phoenix to London, I get the flight PHX-EWR-LHR, with 1:35 connection time. In Phoenix, would they check bags all the way to LHR or only to EWR? Would we need to go through security again at EWR?

I wouldn't think of trying this if I have to haul myself to a different area, check bags, go through security etc.