thanks for making me aware of international-to-international checked bags bypassing customs at some US airports, though i can't quickly find documentation of this process based upon a very fast search.
of course there is a way to 100% avoid any risk on a smokin' intl-to-intl hidden-city fare - a 23 hour layover.
intl-to-intl offers some killer savings on J cabin fares between Mexico and Canada. while i never check bags & thus it wouldn't ever affect me, i disagree with the advice to needlessly miss-out on these fares.