When looking at the baggage fees for a multiple airline itinerary, you need to consider the following:
If your flight is wholly on one airline on the outbound flight(s) and wholly on another airline on the return flight(s), then the baggage policy for the airline operating the outbound flights will apply on those flights, and the baggage policy for the airline operating the return flights will apply on the return flight.
If your flight has multiple airlines in any direction, then the first airline’s policy is generally the one to follow. For example, if you are on Airline A from Denver to Dallas and Airline B from Dallas to Cancun, then Airline A’s baggage policy should be the policy to follow. This is similar to when there is a codeshare flight (i.e., your flight is operated by Airline A but you purchased Airline B’s flight; Airline A’s policy is the governing policy). There may be some exceptions to this rule, especially regarding carry-on baggage.
Checked Baggage/Baggage Allowance:
Domestic Checked Baggage:
Note also that the baggage allowance for international travel may be destination specific.