Upvote:2
It's possible, but it might depend on luck/kindness of airport staff, and perhaps time if you're in a rush - it might be tricky.
Example: I was flying from Dushanbe, Tajikistan to Bishkek, Kyrgyzstan via Tashkent, Uzbekistan (layover) on two separate tickets, which were very cheap. I realised as I landed in Tashkent that I had no visa for Uzbekistan, and my bags would come out on the carousel, where I couldn't get to them.
I spoke to a staff member, who radio'd a colleague, who found my bags and rechecked them for me to the new destination.
Something similar happened to me once in a transit in Manila, although I wasn't sure how or why. I was escorted under armed guard out to the baggage carousel to identify my bag, so that it could be checked in again. Which was weird as that time it was a single ticket with a 3 hour stop in MNL.