Transferring miles won't get you any status. You have to actually fly those miles on the individual airline you're chasing status on. Say you flew 20,000 miles on BA and then found some great way to transfer those to AA at 1 to 1. You'd end up with 20,000 more miles in your AA account, but that would only be useful as mileage you could put towards awards. You would not gain anything in terms of status with AA.

With one sort-of exception--in the case of AA, when you've earned one million miles since opening the account, you're given lifetime Gold status. When you've earned two million miles lifetime, you're given lifetime Platinum status. With AA, all miles that enter your account count towards this, including any that you might transfer in from outside sources. But I believe this is unique to AA, and most of the time, in the case of other airlines, even if they may have milestones at which you're given a certain status for life, that counter is based on flown miles only and not things like credit cards miles or transferred miles.

Hope that clears things up for you.