Originally Posted by RobertH
And, of course, if your trip is an international one into the US (the one in question is not) you can always pick up your bag after customes and not recheck it for the final leg(s). If you are going to do this make sure you remove the baggage claim stickers as you are going through customs - otherwise some alert Northwest agent might spot them and try to get you to recheck the bags for your domestic flights.
THat's exactly what happened to me after a KLM checkin agent made me check my borderline rolling bag at LHR. I forgot to remove the tag at MEM, and had to recheck it--despite the fact that the KLM agent specifically short-checked it for me, and the tag said MEM.