Nobody has to through-check your bag when you fly on two separate bookings. To through-check is to tag a bag at home and send it to the far end of the trip, and on two tickets neither airline owes you that. Not the first, not the second, and an interline agreement between them, the standing deal that lets airlines hand bags to each other, does not change it.
Plan on collecting the bag yourself and it costs you an hour at the staging airport. Plan on a yes at the desk and it can cost you the long-haul.
The rule on one ticket and on two
On one ticket, the bag goes to your final destination whenever every airline on the booking holds a baggage interline agreement with the others. That is the ordinary case.
On two tickets, nobody is obliged to do anything. The agreement governs bags on one shared itinerary, and two bookings are not one itinerary. American Airlines publishes this as explicit policy, and the position is representative rather than strict.
So the default plan is: collect the bag, leave the secure area, check in with the second airline, clear security again.
At the desk, a person decides
Some agents will through-check on two tickets if you show both bookings, the airlines have an agreement and the connection is comfortable. Some refuse flat. The same airline says yes in one city and no in another, because ground handling is frequently a contractor with its own rules.
Ask, accept the answer, and never build a trip that only works if the answer is yes.
Hand luggage, or a night in the staging city
Hand luggage only removes the problem entirely: no collection, no immigration, no re-check. On a short premium trip that is more achievable than it sounds.
An overnight in the staging city gets there another way: you sleep there anyway, and the bag is checked in fresh in the morning.
If it has to be the same day, buy time. Landing, waiting for a bag, clearing immigration, walking to departures, checking in and clearing security again is a three-hour exercise at a large airport on a bad day. A plan with ninety minutes in it is not a plan.
Two tickets means two baggage allowances
- A cheap continental economy hop may include no checked bag at all, or one for a fee.
- The long-haul business ticket includes two generous bags.
- Your status adds an allowance on the flights it covers, under the operating airline's own rules.
A bag that flies free on the long-haul costs money on the hop, so price the hop with the bag in it when you set the two-ticket total against a single ticket from home. A 60-franc hop with a 45-franc bag each way is not a 60-franc hop.
If the bag does not arrive
If the bag misses the first flight, it is the first airline's problem, and that airline has no idea your onward flight exists. Claim with the airline that carried the bag, keep the tag receipt, and expect nothing from the second airline, which never saw it.
Two bookings split the saving and the responsibility, and you keep the half nobody else wanted. The missed-connection side of the same split is in separate tickets: who pays when you miss the connection.