If you book a ticket on expedia and the itinerary uses two different airlines to get you to your destination, do you have to claim and recheck your luggage, or will it be transferred to the other airline for you? I am planning on booking a ticket to St Thomas and the cheapest fare by far uses Continental to get from Buffalo to San Juan, then you transfer to AA.

if it's all booked at the same time and ticketed on one ticket, the luggage transfers along. You don't have to go pick it up between flights. You do have to cross your fingers, though!

....Also, when you first check in at the airport, talk to the check in agent about your concern. I always do this to ensure they check me all the way through no matter how many airlines I'm using.

Not to be a downer, but 3 times I've switched in San Juan and 3 times my luggage did not switch with me. Pack enough in a carry-on to last you 2 days.

Check to see what luggage tag they put on your bags - make sure it matches your final destination - not your transfer point.

Just last month, we took Delta to Orlando and AA to San Juan. The tags on the luggage were correct to San Juan, but 2 of our 5 bags did not make it. On the way home, all of our bags made it. So just carry on what you need and good luck.
Our missing bags were only 8 hours behind us.

Well, just knowing that it is a possibility is encouraging. We'll pack our carry ons accordingly. I'm not sure what the policy is on lost luggage, but if it does get lost, hopefully they will transfer our bags to St John when they arrive (we are flying into St Thomas).

Check with the place you are staying on St John. It's been years since we've been there but the hotel might take care of getting the bags for you when they finally show up. At least on St John you only need a bathing suit and minimum of clothes.

Thanks for the suggestion. We're staying at a villa, but I'm sure the management agency would take care of it for us. Hopefully it will not even be an issue!