Join Date: Oct 2005
Location: Ponte Vedra Beach, FL
Programs: DL PM, HH Diamond, Fairmont Prem, SPG Gold, Priority Club Plat/IC Amb, AmEx Plat
Posts: 10,839
Since the airlines are not partners and do not have any codeshare relationship, the only way you may get it combined is through a travel agent. You'd still be subject to DL/NW's baggage fees on the domestic portion.
If you want to to make it simpler, fly UA, US, or CO (after 10/25) as they are partners.