I had no issuse with checking bags (well a box) from CO to another airline.

I was flying EWR-ZRH-IST connecting to TK(Turkish Airlines) in Zurich. The agent in EWR asked to look at my eticket reciept for TK and then typed something in her computer and tagged my box all the way through to IST.

The box arrived in IST with a priority tag attached from both CO and TK and was the second item out.

Dan