When you fly to US or Canada most of the airlines allow two checked in baggage no matter where you fly from. 

When you fly from US or Canada, it depends upon the airlines.

Even if your airlines allows you two checked in baggage, but you have a transit in Delhi en route Nepal, you are in a mess. You have to re check your baggage in Delhi airport and they don't allow the same baggage allowance. You either end up paying for excess baggage charge or become a vicitim of Indian corrupt system. You can read hundreds of threads in Sajha which were dedicated to Delhi Airport . 

No problem flying from Kathmandu to Delhi and onwards though.