Whether you must collect your luggage depends primarily on the nature of your itinerary and the country of your first landing. If you are on a single ticket (one PNR) with an "interline agreement" between airlines, your bags are typically "checked through" to your final destination, and you won't see them at your layover. However, there is a massive exception for international arrivals in countries like the United States or China: even if your bag is tagged to your final destination, you must usually collect it to pass through Customs at your first port of entry, then drop it back off at a "Baggage Re-check" counter immediately after. If you booked "separate tickets" on different airlines (self-transfer), you are 100% responsible for collecting and re-checking your bags. Always check your physical baggage tag at the start of your journey; if the three-letter code on the tag matches your final destination, you are likely in the clear unless customs regulations dictate otherwise.