AA has recently been added to the small list of airlines that use this:
http://www.heathrowexpress.com/Home/Checkinatpaddington
It's a pale shadow of the former checkin desks, which were actually staffed by employees who could even do ticketing transactions, and where you could check in and leave your bags to be taken to LHR by the airline...
...but it seems that you can get a boarding pass and then drag your bags on the train yourself and leave them at the checkin at LHR instead.
Has anyone used this?