Here at home, we clear US Customs after checkin but before security and reaching the gate. My bags go direct to final destination. When returning from my destination, I always have to pick up my bags and recheck my bags during my US layover.
As an aside to klc's point about the bubble, one time once I was at the gate, I told an employee that I wanted to mail a letter. She told me that I couldn't mail it there because I was no longer in Canada. I was in the US. She took it for me and told me she'd mail it at the end of her day when she returned back to Canada.
AmbergrisCaye.com 
