I find it consistently annoying that BA won't do this. When using BRU originating tickets combined with a LH or SN connection onwards, I can always through check from LH to BA to AA on separate tickets, but the other way around is variable. Checking in stateside with AA is usually good, because they'll tag all the way to the end. If I start at a BA hub, I usually get hassled and a refusal. I thought these interline things should be recipricated.