The other replies are right, you can do a BA connection to Africa. Not sure when you are planning to go, but this press release from BA says that they're stopping service to Lilongwe soon. Although there will be service via Jo'burg with SAA, I doubt you will be able to get an AA award on that route since SAA has just announced their application to Star Alliance. I guess that leaves you with Zambia and Tanzania for BA/AA award tickets.
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From 28 March 2004, British Airways will suspend its once a week service to Lilongwe via Nairobi. The decision to suspend this service is part of the airlines ongoing strategy to focus on profitable routes.
For our passengers currently booked to Lilongwe from 29 March 2004, we have reached an agreement with South African Airways. This agreement will allow customers booked to travel to Lilongwe on British Airways between 01 April and 31 May 2004, to reroute via Johannesburg to Lilongwe on South African Airways services.