Reminds me of the time we had a UA flight cancelled after checked a bag. They rebooked us on AA over the phone, but the agent said not to tell the AA that we had checked bags or they might not let us board, but when we got to our destination to file a lost bag claim with AA :-) This was back when AA had More Room Throughout Coach and we had a toddler, so must have been circa 2003-4; 4. Involved getting UA to print paper tickets to take to AA checkin.
I was nice and went back to the airport the next day -- the AA agent took me into the UA luggage area behind their adjacent counters and our bags were there, so no extra cost to AA other than the bag report itself.