I've actually had really good experiences with this type of issue - for example, last year while flying IAH-EWR-BOM, I misconnected and was autorebooked IAH-EWR-LHR-BOM. Without any intervention on my part, a reroute tag was printed and applied at EWR (presumably when they scanned the bag and saw the routing change) and the bags arrived on the same flight in BOM with me.

Scan compliance might not be as good on a domestic flight, because there's no passenger-bag match requirement, but UA definitely at least has the infrastructure to reroute the bags automatically.