If you take a later flight as above it will get eventually pulled to the baggage office and held, they won't pull them off your flight. If you are on an earlier flight your bags will remain on the later original flight. They will ship your bags home if the original flight is greater than one hour later arrival than the one you are on otherwise you'll be asked to wait for the bags. The one hour deal is at least the case at SFO, other UA baggage office may have different rules.