Often if you use an online travel agency (I personally use Orbitz, others like Expedia and Travelocity may or may not do the same thing) you will find that they search and find precisely these kinds of fares. If you have them book it, you will get a single ticket issued on the paper of the first carrier you are traveling on. This will allow you to check your bags through, and in case of irregular operations like a late arrival you should be allowed to rebook; you will not be treated as a "no-show." Your baggage allowance, if any, would be that of the first carrier you travel on.