I am going to travel to Malaysia from Fort Wayne thru Chicago. I already have purchased one ticket back to Malaysia, and would like to know if I still have to recheck in my luggage in Chicago or if I should be able check my luggage all the way back to Malaysia from Fort Wayne?
On the basis that you've purchased the flights on a single ticket as you've stated, your bags will be checked all the way through to Malaysia from your first airport.
As always, it's a good idea to confirm this when checking the bags (in particular, check the baggage tags as they are printed, or the small tag you are given that will show their destination) - but there is no reason they would not be sent all the way through.
This is different to inbound flights to the US, where you need to collect your bags to take them through customs - there is no customs checkpoint when departing the USA, so no need to collect/re-check your bags when departing.