I recently was flying LAX-MIA-LHR on AA, then LHR-DOH on QR, each segment on separate Award tickets. No problem checking luggage through from LAX- DOH. Due to a delay due to a technical problem with the plane in MIA, ended up missing my connection in LHR. Had a long conversation with an extremely helpful AA agent in T3, who eventually got the missed connection sorted out. It turned out she is the AA representative to the meetings that are held by the Oneworld airlines regarding Oneworld policy, and what she told me is that it is Oneworld policy to treat back-to-back tickets as if it were a single ticket, as long as both segments are on Oneworld airlines. (In my case, the back-to-back Award tickets added a complication that she then sorted out.) So I understood from her that it should make no difference whether there is a back-to-back ticket or a single ticket regarding checking of baggage, handling any interrupts, and so on, so long as all legs involve just Oneworld airlines. Also, AA has now announced that it will not interline with non-Oneworld airlines with back-to-back tickets.

On another occasion I had a ticket with 4 segments and the agent just stapled together a baggage tag with 3 of the segments and a baggage tag with the fourth segment -- no problems.