Sure, this applies to through-checked baggage, which can then be dropped off at the transfer desk just past customs inspection. If the baggage is not through-checked (and that was the OPs question), it cannot be dropped off and will have to be checked in at the CX check-in area (elsewhere in the airport, and more importantly not open until many hours later). The type of ticket determines whether BA will through-check the bags at LHR. It won't on discount tickets, most of the time. BA is really trying hard to punish people for buying discounted tickets and get them to buy a more expensive fare basis next time (though I suspect the result is more likely to be to avoid flying BA). On a OWE ticket through checking bags on BA has never been a problem for me, on any route, but I've run into it on cheap UK add-ons and seen it on both long and short-haul flights. I've seen the same for issuing boarding passes (when clearly the fare paid has nothing to do with ability to issue a boarding pass). A sad way to run an airline.