On the way back you'll claim your luggage to go through customs in Denver. (I've made this same trip through Denver but to Chicago.) It's an easy claim and check, you don't have to go to the main ticket counters, there is a dedicated conveyor in the customs area at DEN to re-check. You will however have to go back through security. At the time which was two years ago on the legacy ticketing system it didn't register my PreCheck which was a pain (when I realized this at the front of the PreCheck line). That bug may be fixed with the new system, if applicable to you - check before you get in line though. Your luggage from Omaha should go straight through to PVR and you'll claim everything going through customs there.
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