Som @PassKit sagt tidigare. Här är specifika instruktioner för Chicago O'Hare
CONNECTING FLIGHTS
If you have a connecting flight and are checked through all the way to your destination, once you claim your luggage and pass through Customs you can drop it off at the airline information desks located directly after Customs.
If you are not checked all the way through to your final destination and are flying with either United or American Airlines on your connecting flight, there are airline employees in Terminal 5 ready to re-check your luggage for you. You will not have to take your luggage with you to the domestic terminals.