Will my checked luggage be transferred from Southwest Airlines to WestJet or vice-versa?
No. Southwest Airlines and WestJet do not currently have a baggage agreement. If you book two separate reservations that require a connection, you will be responsible for checking in with both airlines. Furthermore, you must claim your baggage at the connection point and re-check it with the airline providing transportation to your final destination. For example, if you book travel on Southwest Airlines from Houston to Las Vegas and have another reservation with WestJet from Las Vegas to Calgary, you will be permitted to check baggage on Southwest to Las Vegas. Upon arrival in Las Vegas, you must first claim your checked baggage from Southwest and then check your baggage with WestJet for your flight from Las Vegas to Calgary. Baggage allowances may differ between carriers, and all baggage claims must be filed with the operating carrier.