Originally Posted by London Dude

They do a secondary screening to ascertain that you don't have any nefarious motives for boarding a US-bound flight. In most cases it's nothing more than matching your passport to your BP, but they may ask you why you're flying etc. They do or used to do this at LHR for AA as well, either just before checking in at AA's T3 desks or at flight connections if you're connecting from somewhere else.

I've flown MAD-ORD on IB a few times, connecting from FCO, and said screening always occurred at the entrance to a roped-off area where the boarding gates for the flights to the US are located. I'm sure that AA flights leave from the same gates so it's probably where the "interview" will take place if you're flying AA.