My apologies if this has been discussed before...

I'm flying JFK-LHR-Madrid-JNB. I have a six-hour layover in London and was thinking of leaving the secure area.

Does anyone know if I have to pick up my checked luggage in London and recheck it? Or do I not have to pick it up at all? I keep calling AA and get a different answer each time. I'm flying AA JFK-LHR, then Iberia the rest of the way.