If you have booked connecting flights within the same booking and they are operated by the same airline (or the airlines are part of the same alliance such as SkyTeam, Star Alliance or OneWorld), your baggage will usually be sent to your final destination.
If you have a ticket with multiple carriers involved, always ask at check in if your baggage will be transferred. In some cases, if you purchased multiple tickets that are not all on the same carrier you may need to recheck your baggage.
When you purchase a layover flight, you will need to claim your baggage when you land at your layover destination. Then recheck them the next day when you continue your journey.
If your connecting flights are operated by different low-cost carriers, you will also have to claim your baggage at each airport and check them back in again for the next flight.
It is always advisable to confirm at the check-in desk or with the airline directly, whether your baggage needs to be collected at your connecting airport. We do not have access to this information.