I found this on
Skybus' website:
If I'm flying to more than one city on the same day, do you move my baggage for me?
No. If you’re traveling across multiple destinations, and changing planes, in most cases you’ll need to retrieve and re-check your bags.
...(snip)...
Note that this does not apply if your flight has a stop but you don’t change planes. In that case your luggage stays on the plane until you reach your final destination.
What flight is this? I'm not aware of any one-stop flight on the same plane at this time... Maybe in the future?