In the ending scene of The Darjeeling Limited, the three brothers run on the platform to chase a departing train. Suddenly they throw away their luggage one by one and board the train without their bags. What is the significance of this scene? What does 'the throwing of bags' imply?
Note the expression 'getting rid of baggage' is usually referring to emotional baggage.
The brother's actual journey is accompanied by a kind of 'spiritual journey' as they confront their pasts, analyze their current life & make plans for the future.
After this actual & emotional journey, the linked Wikipedia article states:
At the station, the three brothers run for another luxury train called "Bengal Lancer" and gleefully discard all their father's suitcases and bags on the railway platform as they run after the departing train.
It is not just suitcases they are discarding, those objects represent their own emotional baggage.