The baggage allowance for your entire journey should be shown when you book the flights - it will be in the booking information. The general allowance for most UK/US transatlantic flights these days is one free bag weighing 50lbs and then you pay per extra bag (it used to be two free 50lb bags, but they've been cutting back on allowances lately).
If you have an international flight with a domestic connection, the baggage allowance for the international portion of the journey should apply to the whole trip... as long as it is all booked as one itinerary.
So, say you book through British Airways, and your transatlantic flight is with British Airways but your US domestic flight is operated by American Airlines, then it's the BA baggage allowance that applies for the whole trip. However, if you book two separate flights: one domestic and one international, then you will have to adhere to the different baggage allowances for each flight.