Upvote:3
At least the following cases exist:
flight from outside the US to a first city in the US, and then on to another city (in th US or not), on a single ticket:
flight from outside the EU to a first city in the EU, then another city in the EU where the airport has customs facilities, with both flights on the same ticket:
your flights are on separate tickets on separate airlines with no partnership agreement:
There are plenty of other cases, but the details will vary depending on the specifics. For instance, some airlines will accept checking your luggage through for flights on separate tickets, some will not (especially low cost carriers). You will need to provide more details regarding the airline and the airports involved (and whether the flights are on the same ticket or not) if you want to know more.