Yes, AA and WY have an interline agreement, as shown here and here. As far as I know, being on the same ticket always implies being able to through-check baggage. That is, there is no separate relationship of same-ticket baggage interlining that is more exclusive than interlining of the ticket itself. Indeed, in defining interline agreements, the linked TPG article says: "without requiring the passenger to re-claim their baggage".

Of course, baggage through-check on separate tickets is a different question (not the one you asked) -- and even more so for separate PNRs, where AA doesn't even through-check to itself.