I've cross referenced completely different tickets on different airlines in the past (adding an info segment, so that the check-in agent sees what flight's next)..

Although, that is not really required to check bags through (assuming that an interline agreement is in place and you have an agent competent enough - this is where the cross referencing comes in handy).

In any case, i recall reading on this forum that 9W had changed its policy and would only check through / honor international baggage allowance if everything was on the same ticket.