I must have been lucky, most of the times my upgrades have transferred. The most recent was flying to LGA, DL flight was delayed and I would miss my connection in CVG. They told me that the best I could do was stand by on YX. Well, I had already called UA and booked a F reservation through Chicago. Which I told the DL gate agent and she handed me a FIM where it even shows that original class of service and used class of service F. The best part is that I get DL miles and F miles on UA!
Since last year most of my booked travel was on DL, this has been the case of the upgrade carrying over.