Five as well: American, Continental, Delta, Northwest, and United.

I'm with jet with regards to my AA, CO, and NW accounts. I hate to see mileage go to waste.

For example, my recent business trip to Rome was on Alitalia (my company has a deal with them to Italy). However, my primary trips are on Delta or United. Not wanting my miles to go to waste, I put them on my Continental account (since they codeshare with AZ). Who knows... maybe one day those CO miles will become DL SkyMiles...