I have a flight with KLM from Istanbul to Warsaw. The flight is with KLM.
Does anybody know where am I going to get my luggage? Is it Netherlands or Warsaw?
If you have a single booking with KLM, or any airline, you will have to pick up your baggage at the baggage claim of the final airport of that booking, which for your upcoming journey is Warsaw. This means that the airline will arrange for each airport along the way to transfer your baggage to the next flight of your booking.
Conversely, if your journey consists of two separate bookings, even if it's with a single airline, you'll have to claim your baggage in between, but again, at the final airport of each booking.