Same for me in all airports in China. They don't really make transfering from International to domestic flights seamless. Last year I flew China Easter PEK-NKG-TPE and returned TPE-HFE-PEK.

I had to individually check in for all four flights, China Eastern was unable to print all my boarding passes at either PEK or TPE and both times I had to check in again at the connecting airport. Similar to what Steve said about PVG, at HFE there was a transfer desk near immigration, with signs directing passengers to the desk, but the lights were out and nobody was home. Both times, I had to go out to the main hall and check in for my second flight and reclear security.

Although, my girlfriend who flew China Southern PNH-CAN-PVG, here flight to CAN was quite late, and China Southern (with no status) had staff waiting at her arriving plane who expedited the process of getting her through immigration and security and onto PVG. I'm not sure China Eastern has the same service for late connecting passengers.