In the US, is there such a rule so that, if you are taking a domestic flight and then taking an international flight, the luggage allowance of the international flight will apply? Because it is quite possible you are taking a flight from a small airport to a big airport, and then catch your international flight.
Do all Airlines have the same regulations? Is there such a rule imposed by the government?
Several years ago IATA (International Air Transport Association) recognized that baggage charges on tickets which multiple carriers were a mess. For example, if you were flying a domestic flight on one airline followed by an international flight with a different airline then there was little consistency around how you would be charged for checked bags - especially if the airlines had different "free" baggage allowances.
In order to resolve this problem, IATA passed Resolution 302 which sets the rules for how baggage allowances and charges should be applied on multi-airline itineraries. The rules in Resolution 302 are not simple, and they are not intended to be used directly by humans at check-in counters - but instead are intended to be built into the booking/check-in systems of airlines so that the correct price can be calculated by the system.
Google will find no end of references on Resolution 302 for you, but in short it states that the baggage rules of the "Most Significant Carrier" (MSC) apply. To work out the "MSC" for a flight you need to understand how IATA "regions" work, but for a simple case like an domestic flight followed by an international flight (or vica versa) the baggage rules/fees of the carrier operating the international flight will apply.
Do not confuse which airlines rules/fees apply with who will actually charge you those fees. If you are flying a domestic flight on one airline followed by an international flight with another, then the international carriers rates will apply - but they will be charged by the first airline you fly - ie, the domestic carrier.
The implementation of this resolution by carriers is still patchy. Although most (all?) larger airlines have implemented the rules, many smaller/regional carriers have not. There are also issues introduced when non-standard rules apply to a passenger, such as when you have status on an airline which results in free baggage (especially for a flight other than the first) where the systems are not necessarily capable of correctly calculating the fees.
All that can be said is that according to 14 CFR 399.87 which went into effect in 2012, baggage rules and fees of the originating carrier apply for the entire itinerary, and in the case of codeshares, it is the rules of the marketing carrier that apply (this is notable as the operating carrier prevails in most other areas).
American, United, and Delta have policies that state that if you are flying them and your itinerary includes an intercontinental segment (not necessarily international), the baggage allowances and fees for the intercontinental segment apply to the entire itinerary. For example, if flying UA ORD-DEN-LAX-NRT, the baggage rules for LAX-NRT would also apply for ORD-DEN and DEN-LAX.
But it is impossible to say what applies in your case without knowing a great deal more in detail: how is your journey constructed and ticketed, in what class of service are you flying on each segment and what is your frequent flyer elite status level, what are your origination/connection/destination points, and so on. In the above example, you would be charged differently if you have a stopover (>24hr) in DEN as opposed to a layover, or if your ORD-DEN were a codeshare ticketed on US Airways, or operated by American Airlines but ticketed on United stock, or if you purchased ORD-DEN-LAX and LAX-NRT on separate tickets, and so on.
Yeah, the rules have just changed for this and it is indeed the originating carrier's rules that applies. As always, check with the originating carrier before you pack all your stuff and head to the airport.
Note: Baggage rules differ by airline and point of origin, connecting country and destination.
Mainly who organizes this stuff is the IATA and they have issued Resolution 302 (ABR) however not all of the airlines are committing to this rules yet, around 70%. So if it were me I'd check with the operating carrier and apply the most restrictive allowance to minimize the risk. Also what can be done is to check-in online and see the allowance they would give on the website if you'd prepay for your baggage online.
There is a bit of grey area
In my flight (as the original poster) the baggage allownce of our originating flight which was domestic flight to new york, did not apply. In fact they allowed us our international flight allowance even though our first flight was domestic and it was purchased separately.
The exact procedure was like this. We were directed to seperate line where people had issues with their tickets. This was a long line also, typically of people who had connecting flights. We showed them our domestic flight as well as international flight tickets (printouts). They told use we can check in 2 bags. We did not even ask for it. We were sure we have to pay the extra fee for all the four bags. It was a good gesture from Carrier.
I think it might be dependent on the destination as well. For european destination, this rule might not apply but then I am not sure about that. The fact is this rule is not clearly defined.
