Our main goal is to provide a comprehensive explanation of the existing differences in bending losses arising from having step-index multimode plastic optical fibers with different cladding thickness and under different types of conditions, namely, the variable bend radius R, the number of fiber turns, or the fiber diameter. For this purpose, both experimental and numerical result of bending losses are presented for different cladding thicknesses and conditions. For the measurements, two cladding thicknesses have been considered: one finite and another infinite. A fiber in air has a finite cladding thickness, and rays are reflected at the cladding-air interface, whereas a fiber covered by oil is equivalent to having an infinite cladding, since the very similar refractive index of oil prevents reflections from occurring at the cladding-oil interface. For the sake of comparison, numerical simulations based on ray tracing have been performed for finite-cladding step-index multimode waveguides. The numerical results reinforce the experimental data, and both the experimental measurements and the computational simulations turn out to be very useful to explain the behavior of refracting and tunneling rays along bent multimode waveguides and along finite-cladding fibers.