Some feedback.
I recently flew BZE-DFW [overnight] - ORD ... I WAS able to check the bags through ... got all the boarding passes [12 hour connection]. Everyone else in my party with separate record locators had the same experience.
I recently flew MIA-ORD [overnight] - TVC ... I was NOT able to check the bags through ['because the connection was more than 4 hours']
So it seems to be automatic, but inconsistent.