I reserved flights from Hong Kong to Dublin and will change planes at Munich, and when I return from Dublin to Hong Kong I will change planes at Frankfurt. All legs are operated by Lufthansa. I am just wondering if Lufthansa will check my baggage through to the destination, because if they don't do so, I will have to apply for a airport transit visa.
If your both legs are on the same ticket (made in the same booking) then they will definitely check in your luggage to the final destination. You will just change planes without going through immigration.
If you have two separate bookings than it is not as obvious - contact the airline to double check.