check (one's) luggage through (to) (some place)

To request that one's luggage be sent to one's final destination, as when traveling through multiple cities or via different modes of transportation. I don't have any bags with me because I checked my luggage through to Rome. Just check your luggage through, and then you don't have to worry about keeping track of them at every stop. But I already checked my luggage through to Miami. Is that going to be a problem now that our connecting flight is delayed?