Luggage check in between changing flight

When you buy a long distance flight trip where you have to change flight (two different flight company, or the same flight company) .
When changing your flight do you have to collect your luggage and check the luggage in to the new flight by yourself or will the airport crew do it automatically for you? 

Generally, in most north and south American countries and Europe, if you bought the flight in one itinerary and you have to change planes to arrive, you do not recheck your bags. For example flying from Florida to New York with a stop in Atlanta.  You do not have to recheck bags in Atlanta.  Your luggage will arrive in New York as airline takes care of the transfer for you.  This does depend if the flights are with the same airlines or if they are domestic or international layovers. 

For domestic layovers, your checked luggage will be tagged to your final destination, so there’s nothing for you to do while on your layover. Your bags will get taken off the first flight and loaded onto the second flight.

For international layovers, this varies depending on the airport and the country where your layover is. If you fly from somewhere outside the US or Canada to an airport in the US or Canada, you will have to collect and recheck your luggage no matter where you’re going on your second flight.