1. If you have Gulf Air Ticket and your initial flight from US is American Airlines -> 2 checked baggages free. You can always take a hand-carry bag and a laptop bag. They might try to give only one baggage for free and try to charge for the second one. Tell them that Gulf air has agreement(codeshare) with American Airlines. Print the following page if needed:
http://www.gulfair.com/English/info/Baggage/Pages/Baggage_Allowances.aspx

2. If you have Gulf Air Ticket and your initial flight from US is other than American Airlines -> Baggage policy of the Airlines on which you have the initial flight. For example, US airways allows only one checked baggage for free.