You can earn miles through the AA (and probably other airlines) auto programs. You must buy from a dealer participating in the program. You are supposed to go through the auto program to find the dealer and work with a special salesperson, etc.
On one purchase, the salesperson came right out and told us that we could get a better price without the miles. On another, I contacted the dealer independently and waited until the deal was set to ask for the miles. They gave me AA miles without a problem.
This is in addition to charging the down payment on a credit card. The other poster is correct that dealers tend to bulk at financing the entire purchase this way.
Edited to add that you can find a link to the AA auto program on both the AA and AOLAadvantage web sites.
[This message has been edited by DebBrown (edited 05-18-2001).]