In 1998, my father passed away. I was his "Personal Representative" (executor of his will and trust). At the time, we both were USAir frequent flyers. I contacted USAir and they transferred his miles to my account. However, I had to send a letter, a certified copy of his death certificate, and a certified copy of the "Letter of Administration" from the county court in Maryland that showed I was his Personal Representative.
Lots of time has passed since then. I would not be surprised if airlines have different rules now.
[edited to correct a typo]
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AA EXP, DL Silver, HH Diamond, Marriott GLD, Starwood PLT, Hyatt PLT
[This message has been edited by joe_s (edited 10-08-2003).]