channa's adivce is excellent. One ticket is a LOT better in this situation. In direct answer to your questions, yes you can check your bag all the way through even if you have two tickets. You will have to show both tickets to the agent when you check in for the first flight. As far as what happens if you purchase two tickets and miss your second flight, the carrier is under no obligation to transport you. Usually airlines will fly you on a later flight as a standby passenger. If that happens and flights are full you may have to wait for a while.