You'll be on one airline from LHR - BKK and then on Bangkok Airways from BKK-Samui.

So you'll have to clear customs & immigration at the International Termnal in Bangkok and then drag your bags along the plexiglass walkway to the to the domestic terminal and check in for the flight to Samui.

(All this presuming you're going in the next 6 months or so, as no one really knows what will happen when the new Bkk Airport opens. Apparently the current airport will be a hub for low cost carriers - but whether this includes Bangkok Airways or not remians to be seen. (Be a bit of a nightmare if it did as you'd have an hour drive from one airport to another.)

Well I have certainly checked through straight through to Aberdeen from KS and did customs checks at KS but have not gone straight through to KS at the beginning of my holiday.
Macfarang
never thought about implications for transferring - doesn't sound good.

I guess it depends on the airline you're flying with into Thailand.

'oap' they'd be the people who could give you the definitive answer.