Long ago I took Greyhound (not w/bike) on a long east-coast trip that transferred at NYC Port Authority station. Had a bunch of boxes & suitcase & didn't trust local personnel at all to automatically transfer luggage so I watched 'em load the stuff into the next bus. Then at (IIRC) DC station I had to relay stuff from bus parking spot thru station, only moving things as far as could maintain eye over.

OTOH train & plane personnel give all sorts of bad info/service so buses may not be all that bad. Bus station might not be in nicest neighborhood but airports often far out of town w/limited bike access. Bus station might be more convenient if one needs a bike box or something. & one meet more interesting folks on buses, have chatted with a pharmacist, biker dude & a newly-discharged Army vet tripping on LSD.