PHL is easy and the baggage issue is the same as at pretty much all US airports. Bags are checked through from origin to final ticketed destination, but physically carried through Customs at the first point of entry and then dropped (because already tagged) post-Customs.

In the limited circumstances where through technology or intellect challenges, a bag can't be tagged to the final destination, in this case MCO, the same drop point can tag the bag for you. Just takes an extra 2 minutes because you have to wait.