Originally Posted by Often1

There are several reports here on FT of AA refusing to rebook no shows on AA-AA transfers as well as OW-AA. In theory it ought to work, but you will have to turn to AA as BA won't do anything at all.

For the benefit of others, if one did have checked bags, one would have to claim them in both directions at LHR and schlep them to the onwards carrier's check-in, thus requiring both immigration and customs (such as it is).