I have an itinerary next week where I'm on one ticket going from Rochester, NY to EWR. I have another ticket EWR-Rome on Lufthansa (mileage ticket in first class using Continental Onepass miles).

I just called Continental and asked if I could check my bags all the way to Rome from Rochester. He said that there was no possible way since they are separate tickets and separate airlines. He said he'd never heard of interlining.

This didn't sound right, I know I've interlined baggage before, so I'm asking here. Have the rules changed? Should I just depend on the agents in Rochester? I do have time (I hope) to collect bags and then recheck, but I thought this was a no brainer.

Any info on this is welcome!