An excellent question. When all flights are on a single ticket, the airline that causes the misconnect is responsible to fix it; however often requires involvement of the airline that issued the ticket. So, when you misconnect at ORD you might have to go to UA counter, then go to the CO counter, and finally go to AM (or whatever airline they reroute you onto). Presuming you are flying out of YYZ on UA, your best bet is to check for late arrival at YYZ before boarding, and if there is a delay ask to be re-routed out of YYZ (I think AC and AM might have service from YYZ to the same cities as AM serves from ORD). UA can do this, but most of the time they will not. At ORD expect to have some problems; or phone your TA and require them to rebook you when the problem occurs. Given the current conditions at YYZ and ORD this is almost guaranteed to be a missed connection (unfortunately the int departures at ORD get priority and often leave on time, when everything else is delayed).