Baggage connection may not be allowed due to the circumstances and rules of the transit airports or connecting airlines.
From one international flight to another
(Example: Incheon to Tokyo to Los Angeles)
When you fly on a Korean Air international flight, then transfer to another international flight on a different airline to reach your final destination, your baggage is usually transferred automatically to your next flight regardless of carrier.
You need only check your baggage at your original departing airport and simply claim it when you arrive at your final destination.
From an international flight to a domestic flight
Domestic flights in Europe
(Example: Incheon to Frankfurt to Hamburg)
Your baggage is automatically transferred from flight to flight to reach your final destination.