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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.

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    It sounds as if it could work in this case, +1 because it's a more specific question than usual and generic answers about losing the return leg do not apply. – Relaxed Oct 29 '15 at 16:46
  • I'm pretty sure this is a duplicate though. – JoErNanO♦ Oct 29 '15 at 16:48
  • I edited the title to focus your question on the luggage issue. – JoErNanO♦ Oct 29 '15 at 17:11
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    A few U.S. customs facilities have started using a system where you don't re-claim your bags when clearing customs, but rather you are shown a picture of the bag on a conveyor belt and asked whether it's yours. Presumably the bags are tagged in such a way that they can be easily pulled if they need to be inspected, but otherwise you never touch them while passing through U.S. Customs. I've only encountered this at pre-clearance facilities in Canada, but it would be good to know for certain that they haven't implemented a system like this in Chicago. – Michael Seifert Oct 29 '15 at 17:11
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    In some US airports, you no longer pick up your bags for international-to-international transits; you only go through immigration then directly to departure. – Michael Hampton Oct 29 '15 at 17:33