My girlfriend and I just booked airline tickets for an upcoming trip (from the United States) to Thailand. The flight is with China Eastern airlines and has 1 stop in Shanghai. We are going to want to check our bags; however I was reading something online that was rather vague but implied that when traveling through different borders one needs to retrieve their luggage, put it through customs, and then re-check it again. Is that true? When we get to China will we have to re-check our bags, even though our final destination is Thailand? Or was I misinterpreting what I read?
You will be able to through-check your luggage to Thailand. I have travelled China Eastern from Europe through Shanghai to Southeast Asia and my luggage was checked through. You can verify this by controlling your luggage receipts, i.e. they should read both PVG (Shanghai Pudong) and your final destination airport code, e.g. BKK for Bangkok.
What you read might have referred to practice in the U.S. where arriving internationally one needs to re-check one's luggage.
Use Inquiry of rules for luggage claiming during the transfer on the China Eastern website to verify the information for each individual airport.
The answer depends on the airline you are flying with. For MU to MU and the code-shares (SkyTeam), you don't have to re-check your luggage, for others you do.