Originally Posted by Goldorak

It should be no problem AF to AF, although we can never guarantee it 100%. Just say at check-in in JFK that you have a "connection" on a separate ticket with AF in CDG and give them the booking ref or e-ticket number. But, even without the info, the agent will see it in Althea normally. It should be done in 30s.
When in CDG, I strongly advise you to speak to an agent at a customer service desk (or in the lounge if you have access), to make sure your bag tag number is added to your file of the flight to PEK.
If you have to go landside to claim and re-check, you won't be able to do it without proper visa if you need one.