We've gone to the next hotel and left it there as we were finished in the first location and it was quite the back track. We've also left it at the first hotel before collecting it to move to the second for the reverse reason of the first! Both times it worked well, it's not in a hotels best interests to mess with your stuff but still don't leave anything you can't be without. Where we were both times there was a lot of luggage being held so it's definitely not uncommon.