1Buckshot,
In today's world of people worrying about $1.50 on a $385 airfare, they book connecting flights with different airlines. If you book with let's say United, for all legs of the trip, they will check your bags through, and you will not even be able to gain access to them during a layover. The problem comes when you take Delta from A to B, United from B to C and Floyd's from C to D. In this case you need to calm your bags and recheck. That is where you get in trouble with unexpected delays.