I'd be shocked if AM and TAM didn't have an interline agreement. Most IATA carriers do - but whether that means they will actually interline the luggage is another story. In any case, MEX seems to be set up like US airports in that everyone goes through all entry formalities. The one time I flew out of T2 (a few months ago), both domestic and international departures were leaving from the same area and there were no exit formalities that a passenger must encounter.