Actually, to be honest I do not know exactly, my travel agent does it and does it quite frequently (I would imagine it would not be possible with most online booking systems). She basically books all the legs as one trip and then tries different combinations to see if she can get the price down to take advantage of various regional pricing benefits. Of course it is all ticketed at the same time.

Of course the airlines hate this, so when it goes pear shaped and someone from ticketing looks at it, they can deny that they are responsible to get you all of the way home, only as far as the relevant ticket. Which by the way strikes me as pretty ....ty as the regular punter with one booking ref. and an eticket receipt has no way of knowing this is what the agent did.

But refering to the topic it is one way to have separate tickets and bags checked through - as the person at checkin has no reason to spot it or worry about such things.

As to 'linking' PNRs I would be careful about this, I once contacted BA to ask them to note this (more so they would know where I was) and then read the rule book and wrote in BOLD in both PNRs that they were not responsible if I was late or delayed. I only actually found this out later when discussing seating with another agent a few weeks later.

Mark