My upcoming trip will require us to be on 3 different trains over 3 days: first the Zephyr, then the Capital Limited, and finally the Silver Star. We are staying in a sleeper car but plan on checking most of our luggage. My question is, what happens at each transfer? Do staff move our luggage from the train we were just on to the next train? Or do they give us our luggage and then we "re-check" everything on the next train? If they do it for us, are there ever any issues with lost luggage?