drvannostren, how are you getting from GIG to GRU? I'm assuming you are on UA from GRU-IAH? Don't know about Azul, but if on GOL, you can't check in for the UA flight on either web site. Gol tells you to go to the airport and UA tell you you are starting with another carrier. I see this all the time in my monthly trips. On a recent trip the wife and daughter made, GOL delivered one check bag to the carrosel at GRU and sent the other to UA. YMMV if you have checked bags.

TAM is a bit different. Last time I used them, I could check in and print boarding passes for TAM and UA. However, I nomally check in again and obtain UA's boarding pass.

Not sure if TAM will interline check bags as I normally just have carry-on. If only carry-on, you can use a kiosk at GRU T-3 to check in on UA now.