Originally Posted by
newyorkgeorge
If they are booked as two separate trips then yes you would need to clear customs, retrieve your baggage then check in again at Cathay Pacific. If you are going to do as two separate flights I would book the second trip for the next day and spend the night or at least give quite a few hours between flight. If your first flight is delayed or you get stuck in customs (I unfortunately have no experience at customs in HK; other FTs should be able to give their experience to you) you would be SOL.
This is not always true.
BA and CX have an interline baggage agreement, so the OP should be able to have the bags checked all the way through, and should be able to go to the transfer desk to get the CX boarding pass.
As others have noted, it is best to have plenty of connection time to allow for possible delays, as missing the CX flight could mean buying a replacement ticket.