On the last 2 occasions I did this (Dec. '04 and Feb. '05) there was definitely no sign or message advising passengers from the US, connecting to international destinations, that they don't need to claim their bags. Believe me, I looked for one, as I hadn't connected that way before. In fact, on both occasions, there was no announcement made in flight prior to arrival about the connection procedures, either.

To top it off, after I asked inside the customs area where my bags were, and after being told that they would go on to the international flight automatically, the agent checking documents right after the exit asked me where I was going (LHR), and whether I didn't have any checked luggage as I was supposed to claim and re-check it. I clarified with her that I was going to England (not London, ON), but she insisted I forgot to claim my luggage, and that my bags would just stay at YYZ customs. I had to walk to the re-claim counter to get another AC agent to convince the first agent that I did the right thing, and that I indeed did not have to claim and re-check my bags. Of course, they then failed to direct me to the "flashing light" (no clear signage for that, either) and instead I wandered upstairs to the regular inter-terminal bus to T1.

I think it says it all about the connection procedures at YYZ when the agents checking the documents of connecting passengers at the exit of the US arrivals area themselves don't know the procedures. And they're supposed to help passengers that are lost!