We are checking our bags traveling from Venice on Lufthansa to Frankfurt then United to SFO. Our question is do we have take our bags through some kind of customs in Frankfurt then recheck them for our United flight or do they go directly from the Lufthansa plane to the United plane?
If you are all on one ticket, your bag should be checked all the way through. When you check in in Venice, make sure that your bags are tagged with the letters SFO. If they are, you will not see them until you arrive in San Francisco.
On the other hand, if you're traveling on separate tickets, you will probably have to claim your bags in Frankfurt, then recheck them. Once upon a time, airlines would routinely "interline" bags on an itinerary like this, even if you were on two separate tickets. That's no longer the case; now, they sometimes do it, but more often they make you claim it and recheck it.
Whether you are on one ticket or separate tickets, you will have to go through passport control in Frankfurt, as it is where you are leaving the Schengen Zone.
There is no customs till you hit the US.