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This is right off the Disney website...

Disney's Magical Express Service Benefits:

Bypass baggage claim when you arrive and board a deluxe air-conditioned motor coach to Walt Disney World® Resort. You won't even have to think about your bags, which will "magically" be delivered to your room.
Save on transportation costs, tolls and more - the service is complimentary.
When your vacation is over, you and your bags will be transported from your Walt Disney World® Resort back to the Orlando International Airport.
If you're departing Walt Disney World® Resort on domestic flights with American Airlines, Continental, Delta Air Lines/Song, JetBlue, Northwest Airlines, or United/Ted, you can receive your return airline boarding passes and check luggage at your Resort, bypassing airport check-in, by taking advantage of our Resort Airline Check-in service.

Disney's Magical Express Service is available to Walt Disney World® Resort Guests arriving at Orlando International Airport, with exception to those Guests staying at Disney's Vero Beach Resort and Disney's Hilton Head Resort. This service is also not offered for the Walt Disney World® Swan and Dolphin hotels, Shades of Green, and the Downtown Disney® Resort Area Hotels.