Originally Posted by kyushuman
You need to exit the plane, get your bag (if it comes--KLM lost mine, and based on reports here, it would be completely unsurprising if AZ lost yours!), and go to check in for the NW flight upstairs--and THEN you will be facing a quite -long US immigration line.
Actually, it's worse than this. You have to switch terminals (I'm pretty sure NW operates from T3). You can possibly do it but you have to be fast. Get off the plane fast and on the bus (the terminal AZ uses is remote) and that can be lengthy, get to immigration/customs (should not take too long but if you have bags - add at least 30 minutes), switch terminals, checkin (unless you did webcheckin in MXP and have carryon only), go through U.S. immigration and customs, dump bags if any, security and then the gate.