Hence, why I stated;
Not between the more historical schedule to schedule type airlines perhaps..
However, it would not be that difficult to collect one's baggage on arrival and bag drop onto a connecting flight of your choice having already checked-in to your connecting flight online. Probably safer in terms of seeing your baggage at your final destination!
So therefore, you could connect yourself with the likes of Ezy and Ryan Air etc. You would just have to sort out the Baggage pick-up yourself and drop off and arrange seperate flight bookings.. No that hard to do!