Whether your bags go "automatically" to your next flight depends on how your tickets were booked and where you are traveling. If you are flying on a "single-ticket" itinerary with a connection (e.g., London to New York to Los Angeles all booked through Delta), your bags will usually be "checked through" to your final destination. When you check in at the first airport, the agent will tag the bag with the final airport code, and the ground crew will move it between planes. However, there are two major exceptions. First, if you are entering a new country (like arriving in the U.S. from Europe), you must usually pick up your bags at the first "port of entry" to clear customs, even if they are tagged to a final city; you then "re-check" them at a dedicated transfer belt. Second, if you booked "separate tickets" on different airlines to save money, the airlines are not obligated to transfer your bags. You will have to exit the secure area, collect your luggage from the carousel, and check it in again at the next airline's ticket counter, which requires significantly more time for your layover.