Maybe some of you can clarify this issue for me...

What can a traveler expect regarding checking bags through to final destination when traveling with different carriers? I just returned from Italy where on the outbound our bags were checked through to Milano from SFO. Our ticketing was SFO-JFK-LHR on UA (e-tickets) and LHR-MXP on AZ (paper tix).

On the return (reverse of the above), Alitalia wouldn't let us check bags through to SFO nor to JFK, where we went through Customs. So we had to "arrive" in UK to retrieve bags at LHR, only to recheck them with UA to JFK-SFO.

Is there some logical explanation to this? Or was the Alitalia agent being difficult?