As a very general rule, major legacy carriers all interline with each other and many LCCs do not interline. Usually you can verify this quickly with a quick call to the airline. Also, you might want to ask them whether having separate tickets will affect your checking of luggage; a few airlines interline but resist doing it on separate tickets that cross alliances, although in most cases having a printout of all ticket receipts showing ticket numbers and reservations (PNRs) will suffice.