If you have a long enough layover you inform the counter agent you need to have your bag tagged for PHL not PVD.

I used to regularly fly SFO-LAS-CVG-HVN. Often I'd fly from HVN to SFO in the mornig for a shoot in the Bay Area. From there I'd fly SFO-LAS as my regular connection home (always an upgrade available, much harder to upgrade out of SFO on DL), at times I'd do a shoot in LAS on the way home. My usual layover was an average of 5hrs at LAS so my bag would be tagged LAS not HVN. I'd pick it up at LAS no problems (my checked bag has lights, light stands, etc etc). Before heading home I'd recheck it at LAS for HVN, no problems.

-Fish