My brother recently flew on a flight from the USA to Africa involving three flights on three different airlines. When he checked in, the agent told him that it was impossible to check the bag all the way to the final destination as they did not have an interline agreement with the final airline. As a result, he was forced to pass through immigration/customs on arrival in South Africa to recheck the bag, missed the last flight of the day to Mozambique and spent the night at an airport hotel in Johannesburg (at the airline's expense).
I have a hard time believing that they could sell a ticket for an itinerary that does not allow the bag to be checked to the final destination. Was the gate agent correct or just incompetent? The itinerary was booked as a single ticket through one of the major online travel websites. Also, some of flights were codeshares, but I'm not sure if that makes any difference for luggage.
UPDATE: I know that on international to domestic connections it is usually necessary to clear immigration/customs and recheck the luggage. The same is true for an international to international connection in the USA, but in both of these cases all passengers are required recheck bags even though the luggage should be tagged to the final destination. I'm asking about a situation where I know that is possible to change planes without rechecking luggage, but for some reason depending on the ticket or airlines involved they will not check the bag through.