A traveller can check a bag free on one leg and pay for it on the next, on the same booking reference. Baggage rules attach to the operating carrier and the agreement between airlines rather than to the ticket as a whole.
Allowances belong to airlines, not itineraries
Each airline publishes its own free allowance, size limits and excess charges, and those differ substantially between full-service and low-cost carriers.
An itinerary combining two airlines therefore contains two rule sets, and neither automatically overrides the other.
Codeshares complicate this further, since the flight number belongs to one airline while the aircraft and its rules belong to another.
Industry rules select which allowance applies
Where airlines have an interline agreement, a defined convention determines whose baggage rules govern the whole journey, generally keyed to the most significant carrier on the itinerary.
Under that convention a single allowance can apply end to end even though the legs are operated by different airlines.
Without such an agreement the convention does not apply at all, and each segment is governed independently by whoever operates it.
Separate tickets break the chain entirely
Two tickets bought separately are two contracts, so bags are checked only to the end of the first and must be collected and rechecked.
The second airline treats the passenger as a new departure, applies its own allowance and charges its own fees from scratch.
This is the single most common source of unexpected baggage charges, and it is invisible when the flights are displayed together in a search result.
Cabin baggage is where the gaps hurt most
Cabin allowances vary more than checked ones, and some carriers permit only a small under-seat item on their cheapest fares.
Size templates at the gate differ by a few centimetres between airlines, and a bag that travelled outbound can be refused on the return.
Gate-checking fees are typically higher than the same bag would have cost if added at booking, which makes the cheapest fare the most expensive outcome.
Checking the rules before departure
The booking confirmation states the allowance that applied when the ticket was issued, and it names the governing carrier for the journey.
Where legs are operated by different airlines, checking the operating carrier's page for each segment removes the ambiguity.
Adding bags in advance is almost always cheaper than at the airport, and the difference widens the closer to departure the purchase is made.