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How can I know if my airline will check my bags through all the itinerary?

I have decided to post a meta Q&A, without claiming any reputation for the answer, both for my own interest in the topic and the large number of questions "will airline check bag all the way through?" questions.

The basic question that I see often on this board is, with some variations

Can I check my bag through my itinerary or do I have to collect my checked bag every time?