Disney offer a facility called
'Magical Express'.
Basically it's a transfer service from the airport to your resort. YOu get special luggage tags and a Disney representative collects your bags from baggage reclaim and they get taken to your resort, while you get the bus transfer.
You can't do 'luggage only' transfer though.
Link to thread on Transportation Board
It's free during the 50th anniversary celebrations, but I can see Disney charging for this eventually
For American visitors who are travelling on participating American airlines their luggage gets picked up automatically from the airport baggage system (they don't need to go through the international screening etc.). They are also able to check in to their return flights from the resort.
It only applies if staying at a Disney owned hotel (Swan and Dolphin guests are excluded).