I've walked up to an AC check-in, with up to 5 different tickets and PNR's before (its a long story!) for same-day travel, and had them all tied together with bags checked through.

Its been my experience that AC will do whatever it takes to get you where you need to be.

Now, in your case, will they fly you to MIA, and put you on an AA flight if it is a flight to one of thhe more obscure Carribean destinations that isn't served daily? Not quite sure of that.