I almost always split stay between a MK and Epcot resort, and like to do AK on the check in/out day. We bring our luggage down to bell services on our way to the bus in the morning, and then after we're done at the park we go to the new resort and stop by bell services to let them know to bring up the luggage.
Some people have said you should let the first resort know you're out of the room so that will trigger getting checked into the second resort. I've never done that before, but might do it on my next trip.