As I general rule I assume that a *A carrier won't transfer to a OW carrier, but I was flying from LGA-ORD-DFW-BNE earlier in the year with the first leg on UA and the rest on AA/QF and the UA agent actually offered to tag my luggage all the way through to BNE, so I was pleasantly surprised with that.
I have read though that DL have stopped interlining luggage between carriers, or something to that effect