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I appreciate these questions as they provide important information to many people.
Among US-based airlines, Southwest Airlines is unique in offering free checked bags on every flight.
Other airlines have different fees, which can be waived by holding specific credit cards or attaining elite status.
Alternatively, you can pack light and use a carry-on along with a personal item, such as a pillow (case), if these items are not subject to additional charges.
Depending on your luggage quantity and the airline, shipping your bags ahead to your destination may sometimes be a more cost-effective option.