If I fly to Chicago and spend the night, and get on another flight the next morning, will I have to pay for my checked bag twice?

Are the flights international?
Do you have an airline credit card?
Bags are still free with Southwest and Jet Blue.

Maybe a little more information, but I would say yes.

Note: One bag is free with Jet Blue.

www.kayak.com/airline-fees

Does this site help?

Other factors also include whether you've purchased a coach, business or first class ticket and if you have elite frequent flyer status.

It`s a ff coach ticket on AA and the flight is only to Boston. I just wish JetBlue flew here, but it doesn`t!

I understand what you're asking. I don't know the answer. You may call the airline but I doubt you'll get a definite answer either. And even if you are told you won't be charged the luggage fees a second time, you may still have to persuade the baggage drop agent the next morning.

You may also want to ask the question on the airline-specific forum on flyertalk.com.