Try to transfer in Stockholm between international flights with a short connection if you want to leave your luggage behind. Transit luggage is not so common in Stockholm, as passengers to transiting to domestic destinations have to carry their luggage to the domestic terminal themselves. Therefore a lot of luggage to other international destinations end up on the belt in ARN as well. A few years ago you even had the opportunity of parting with your luggage on a more permanent basis, as there was theft ring among the luggage handlers at ARN specialising on transit luggage.

From CPH you can for example connect to HEL, TLL or SVO through ARN.