Before beginning, I would like to kudo travel-dealz.eu, whom I am not affiliated with, for a good and comprehensive article that I cited in this answer.
Let's start with the basics.
What is check-through and how does it differ from regular check-in?
Suppose you fly from
Z is your flight connection airport. X, Y and Z can be any domestic or international airports, not cities. If your itinerary includes changing airport within the same city (e.g. London Heathrow to Stansted, New York JFK to LaGuardia), this will never apply
If you check-in your bags at every airport, you must 1) deliver your pieces of checked bag at
X, 2) collect those bag(s) at
Z, 3) go and line up at
Z's bag drop counters, hand over the bags, 4) collect the bags at
Y which is your final destination
If you can check-through, the ariport handling operator at
Z will collect the bag from the inbound aircraft and deliver it to the next outbound aircraft of your trip, so only steps 1) and 4) from the above are required. You can be in the gate area at
Z and wait for your next flight, saving time and physical effort in handling the bags.
I have the following itinerary (...), can I check bags through?
The answer is that there is no final and generic answer that can be given on a travel board. Surely, users can post by their own experience, but no answer can fully cover all cases, and you really need to find someone who traveled the same itinerary before you on your same conditions (see further questions) to get a reliable answer. An answer that can change anytime because of airline policies
Check-through with different tickets?
That is a 99% full NO. If you buy separate ticket, you normally have no way to check the bag through. Those are separate transportation contracts. The linked article claims that you have a lot more chances to get your bags checked through, but that's just not the normal rule.
In fact, it is claimed that in case the airlines have agreements, including code-share or being members of the same alliance, you have more chances to convince a check in operator by asking nice. But that is a claim, which can be true a lot of times, not consistently true.
Check-through with low-cost airlines?
Low cost airlines are particularly known for their cut-costs policy. Your chances of a check-through with Ryanair or WizzAir (for example) are close to zero. Handling bags is a cost
If one of your flights is booked with a low-cost carrier, your chance of getting your luggage check through are practically zero. Most of the no-frills carriers do not sign agreements with other airlines. So even if the agent on the ground would like to help you – which per se is already rather unlikely – they can’t.
Check-through and customs?
Your ability to check-through is affected, in a negative way, by certain customs policies on international travels. Nobody can likely can tell in advance the whole list of points, but once you have to clear immigration in certain countries, you must do with all your pieces of bags. That is specifically the case of US, Canada and China (see here). Probably a lot more cases.
Maybe I can tell that if you fly to the Schengen area, with
Z being any Schengen destination, you clear immigration at
Z but then clear customs at
Y (I may be partially wrong, but we could discuss Switzerland, not-EU-but-yes-Schengen, as a great example all night...)
So if you find that your itinerary is comprised of certain destinations which require customs for transit travelers, you found your NO
>>> Who can tell me for sure? <<<
Not a travel board can tell you for sure whether you can get your bag checked through. If you bought a single ticket there are two only reliable ways
Call the airline, introduce your PNR to them. They will know for sure
The final way is to check your bag tag and ask the bag-drop attendant.
Only they know, at the time you travel. This because, for any special circumstance, your check-through might be downgraded last minute to check-in. And you came to the airport all happy that your bag will fly X->Z->A->B->C->Y and forget that you must retrieve it at all or almost all stops, losing your bag than asking a simple educated question.
In conclusion, while you can get a lot of useful information on a travel board, never trust the experiences and the opinions posted here fully until you get your bag tag printed, at the origin airport, on your departure day.
If you want to make sure that everything is set up correctly, you can always perform a short check. Have a look at the luggage tag that the agent at the airport will attach to your suitcase or bag. It carries all the relevant information. And for you, the most important are the airport codes.
These codes will tell you exactly where the bags are heading for. If IATA codes are a closed book to you, check out this website. Memorize the codes that you’d like to see on your tag. If you see that the labels only show the IATA code of the first airport you’ll apporach, you can be sure that the agent didn’t check through your bags to the final destination.