If I remember correctly, from HK to U.S, cathay allows 1 checked baggage at no charge. However, I believe that most of the U.S domestic flights charge for the first checked baggage now.
The few times I've flew back from HK, I remember I have to recheck my bags once I pass immigration at the U.S.
For the domestic flights that do charge for the first baggage, do I have to pay the baggage fee?