Years ago, railroads and the Railway Express Agency would accept instruction in advance to check baggage, sometimes even hand baggage, through to hotels, office buildings, homes, and steamship piers in some large terminal cities. I wonder if that service lasted long enough for airports to be built, or if Pan American Flying Boat docks were ever included. The Pennsylvania RR did stop at the Port Columbus, O. airport and had across the platform connections with airplanes for a short time about 1930. The Central Railroad Company of New Jersey stopped at Newark (N.J.) Airport, but I don't know if baggage was handled at that branch line station.
About 1984, I rode a chartered Amtrak train to Wiliamsport, Pa. Instead of station wagons, city buses met the train, 1 for each hotel in town, and an extra bus was the "Baggage Bus", which took all the properly tagged bags and made the rounds for the Doormen or Bell Hops to unload it.