I just checked a few of my reservations (on DL and CO) and it still lists the "DL/CO Confirmation Number" under each flight segment. So I think the functionality is still there.
You can always call NW and give them your NW PNR and they can look up the corresponding PNR for the OAL. You might also want to call nwa.com support if you think something might be off with your reservation. Good luck.