As long as your connecting flights from your home airport to your destination airport are on the same itinerary (in other words, you bought connecting flights in the same transaction, not segments separately), your bags will be checked all the way to your destination.
When you check in to fly to Orlando International, you'll see your bags tagged with MCO, and your baggage receipts will also show MCO.
At your connecting airport, there is no reason to leave the secure side to go to baggage claim. Your bags won't be there. They will be transferred for you behind the scenes.
It doesn't matter if your connection involves more than one airline. If you bought a connecting ticket for travel within the United States, your flights will be on airlines with interline agreements. For example, if segment one is on American and segment two is on United, your bags will be checked from your home airport to your destination airport as though you were using just one airline.
One more thing for clarification... If you change from one flight to another, it's called a connection. The terms "layover" and "stopover" traditionally mean that you're spending at least one night at the intermediate city, such as a layover/stopover in New York for a few days when traveling from Albuquerque to Rome.