Transferring baggage at Ohare is at your own responsibility, even if your bag tags have the final destination on them. I have done this from KLM and AF flights to Delta flights, the last time about 16 months ago. You have to take your bags through customs and then onto the tram that links the international terminal to wherever your Delta flight is leaving from, stand in line and re-check it there. Delta at the time did not have a way to re-check bags at the international terminal. It was a BIG pain to lug skis and stuff, I have been avoiding international ORD transfers ever since.