international connecting flights

I have a flight from Okinawa to US with a connection in Tokyo (Narita, both flights).
Where will I go through passport control? Where will I go through customs? Will my luggage go directly tô US?

If by "passport control" you mean immigration, you do that in Tokyo just before boarding your flight out of Japan.

Never, but if you made tax-free purchases you must visit the customs office just before the immigration check.

Ask at check-in.

Unless the flight from Okinawa to Tokyo is registered with the government as an international flight (and there are extremely few such cases for domestic flights), your trip to Tokyo is just another domestic flight and so you go through Immigration in Tokyo. You will however be able to check your bags all the way through - make sure they know your final destination at the Okinawa check in.