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Looking for a flight from Chicago to Scotland in the summer, and the cheapest by far is to fly Toronto-Edinburgh. Outbound flight is direct while return flight connects through Chicago. I want to get off in Chicago. (This flight + one way Chicago to Toronto is still several hundred cheaper than Chicago-Edinburgh round trip)
Wouldn't I have to pick up my baggage after customs inspection upon return to the US at O'Hare before boarding the connection to Toronto, so I could just leave the airport at that point? It's the last leg of my trip so having a leg canceled wouldn't be an issue.
To add detail as to why this question is different than others -- I am specifically asking about baggage policy, since bags will be checked in this case. I recall a past flight back into the US with a domestic connection and I had to pick up my bags then drop them off with a connection agent to route to my final destination. Is this still policy? The caveat is that I am talking about a flight covering three countries total (Scotland -- US -- Canada) but wish to bypass the US to Canada leg.