You should check with your own airline. Here's one example, from the United web site. Sounds as if it would be fairly expensive and involve extra waiting around.
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United accepts one item of golf equipment per customer as checked baggage.

An item of golf equipment consists of:

One golf bag containing 1 set of golf clubs
Golf balls
One pair of golf shoes
All items must be properly encased in a suitable container. The golf bag must be covered or enclosed in a heavy, rigid carrying case.

United is not liable for damage to golf equipment that is not contained in a hard-sided case.

Excess Valuation may not be purchased for golf equipment that is not contained in a hard-sided case.

First or second checked bag service charges may apply.

Golfing equipment containers measuring over 62 (158 cm) total linear inches (L + H + W) that contain other items in addition to or in place of appropriate golf equipment will be subject to an oversize checked baggage service charge.

Note: All customers, including MileagePlus® Premier® members, who check a golf bag will experience a delay in receiving their bag at the baggage claim due to the manner in which oversized items and sports equipment are required to be loaded, unloaded and delivered to baggage claim.