If you are planning to change planes and the airlines that you are flying with offers a baggage agreement, your baggage will be checked all through to your final destination. In case the airlines you are flying with don’t have a baggage agreement, it’ll be your responsibility to go to the Baggage Claim section at the very next airport where you would be changing planes and claim baggage there. You must then check the baggage again for continuing flight and have bags checked to the final destination.