Thanks for all of your input. I guess that I will have to leave all of the miles where they are. I did not realize that Amtrak does not permit UAL to Amtrak to CO transfers. Additionally, based on reponses redeeming CO miles may not be nearly as easy as UAL. Actually, I haven't attempted to redeem CO miles in a few years since I keep using my USAir miles. It soudns like I should attempt to redeem CO miles before USAir miles given their difficulty of redemption.
Thanks all!