If you’re catching a national connecting flight by the same airline, and most often affiliate airlines, and they will transfer your luggage. Always book your luggage through to the final destination, if possible.
However, if you are catching an international connecting flight, you will have to recheck your luggage at the first port of entry. For example, if you were flying Paris, London – New York – Los Angeles, you will have to re-check your bags in New York, as that is your first port of entry into your destination country.
How long you should budget for your connecting flight depends on a number of things regarding your ticket. Generally speaking, if you buy a ticket with a connecting flight with the same airline, the airline will make sure that you catch your connection or book you on the next flight.
If you buy two separate tickets, however, you should always budget for more time, as you don’t have the reliance of the airline to make sure you connect.
If the connecting flight is international, you may have to re-check your luggage, and go through immigration and security before catching your connecting flight. Also, keep in mind how big of an airport your connecting flight is at. At some airports, there may only be a terminal or two and even if your flight is on the other end of the airport, it may only be a quick walk, however at some airports you may have to take a commuter shuttle or have a long distance to walk to catch your connecting flight (and there is always the possibility that your flight’s gate or terminal may change).
On the day of your flight, you may also want to check ahead to make sure your flights are scheduled on time, so you have time to make any changes if necessary. For any questions or concerns, always call ahead and check with your airline. They will provide specific answers related to your specific itinerary.