Luggage Transportation in Country

If you don’t want to drop your luggage off at the hotel, you could just pay to store your luggage at the train station’s left luggage facility on arrival.

I handle the luggage situation by traveling mid-day.
Leave the hotel just before check-out, pick up fixings for a train picnic at the station, arrive at next hotel after check-in time.
Makes for a much more pleasant day.

Not sure why you would expect anything resembling a bargain here. Gas is $8 or $9
a gallon, and you are looking for a service that is kind of the domain of the wealthy.

It also kind of sounds like you are planning to stay away from the main tourist areas. If
you weren't, dropping your luggage at the hotel should give you options for nearby
sightseeing.

And if by chance your luggage gets misdelivered, good luck finding it.

Why don't you see if you can mange early check in at the hotels?

You can use the baggage transport service (door to door from hotel to hotel) with Zippy (a partner of Trenitalia).

I've never used that service but I don't think they charge that much.

https://zyppy.it/bagaglio-facile/en/

Roberto that's a great tip..I might look into this for myself..thank you.

If it's in the budget consider day trip. They'll drive you and your luggage between cities, often allowing stops along the way.

Train travel is much streamlined now, trains no more have a baggage car, often the restaurant car is more a bistro than a true restaurant car, night trains are much reduced, things like that. Train travel assumes that you deal with your own luggage and there are not many options if you do not want to take care of your luggage.

I have never tried a thing like the one you are asking, but I am very much afraid that shipping a piece of luggage for next day delivery would be relatively simple, but asking for same day delivery is a whole different thing. I really do not know a service that would deliver a letter in Italy same day between different cities, let alone a piece of luggage.

Your travel style is very much in use in Japan - you will few bags on shinkansen trains as most are shipped in advance and delivered directly to destination; Japanese people have a lot of delivery services like Yamato, but even there I suspect same day services are limited.

And if you have to ship your luggage in advance you actually need at least a second small bag for the items you need to the last time - I have done a few group tours where we organized advance pickup of luggage and in the end it was more difficult to travel than dealing with luggage the normal way.

Of course you can have same day delivery if you have a car taking care of your needs but this is likely to get expensive.