I had a trip from PIT to SLC via ATL. In ATL, my ATL-SLC flight was delayed, and the app gave me the choice of rebooking to flights ATL-Nashville and Nashville-SLC. I took it. I did not expect my bags to follow with me because I accepted the proposed change while the flight to Nashville was actually in the boarding stage. But the bags made it with me. The new baggage tag was pasted over the old tag, with the word "HOT" very prominently featured.

Perhaps it helped that the flight to Nashville was departing from a gate adjacent to the gate that my SLC flight had been scheduled to depart from.