I have never tried it outside of Star Alliance network, but whenever I have done it with Star Alliance airlines they have checked me in for my Air NZ flight too. So when I fly domestically in the USA to my airport I am flying out of I can stay airside when I land and not have to go out of security which is very nice. The wall from the UA terminal to the TB terminal airside in LAX is fairly long but its a fun walk.

The one warning I would give to people is if you are still waiting for an upgrade to clear, this has hurt my chances before. When I have checked in with another carrier, I have lost the "clear at check-in" option for the upgrade and instead, had to wait to see if it would clear at the gate. I had a very interesting phone call once in Houston to the Air NZ phone line to discuss this, haha. So I would no longer do this, if I was still waiting for an upgrade.