Multiple Transit

Is it possible to get 2 transit in a row?
- I'll be flying from Hk to Shanghai ( with Hong Kong airlines) to catch
my flight back to Canada (with Air China ).Do I need to pass immigration to get my luggage back check in Shanghai, because I don't want to leave the airport?
- The total journey goes like this. HK- Shanghai-Beijing ( 15 hours layover ) and then, Montreal. I'll need another transit in Beijing for my layover