I have heard you can check your luggage on a swiss airline flight in the US and pick it up at your arrival train station in Switzerland. Do you book this through swiss airline or where you buy your swiss rail pass?? And when do your bags arrive?? I am flying into Zurich in December. Has anyone tried this?? And is it safe??
As you identified, it is the Fly Rail program. Follow this link to the SBB page explaining it...
The way it works is that you purchase special baggage tags from your travel agent or Rail Europe (http://tinyurl.com/4yfo7fb). When your bags are off loaded from the plane in Zurich, staff from the airport intercept the bags and hand them off to Swiss Rail for the journey to your final destination. Other details can be found at the link.