It depends on the airline, airport and country. I non-reved to NRT on AC and connected to BKK on TG and UA without going back to the main counters. All I had to do was go through a quick security check in the transit area and then proceed to the transfers desk to pick up my boarding pass. Another time I flew CHC-SYD on NZ then connected to BKK on TG. For this example I cleared security again and was then able to go straight to the gate to check-in and receive my boarding pass.
Only in PVG have I had to go all the way back out to the main check-in-in counters. This was because we had to clear immigration upon arrival.
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