Can't swear to the answer for Hertz/Expedia, but I used some third party (Kayak, I believe) for a Budget rental, then added my AA number. The price was just so much lower for the one-day rental at this tiny outstation I didn't care if I got my extra miles that much. But I did. My AA LPs posted as if I had booked direct. Color me shocked. Of course, I earned fewer LPs since the price was lower, but no complaints. It may be different with rental cars than hotels--sort of how with flights you enter your FF# (or at least most flights until AA's change to only some travel agencies). YMMV, of course.