This can be very tricky. I recently did LHR-MEL, then various internal flights in Oz (all on QF), then back to LAX-ORD-home. Despite giving my AA number at LHR T4 (you check in for QF at the BA desk) they still used my BA number (I have loads of tier points and BA miles are next to useless here) and I have not got credit for that flight or any of the internals. I did send my boarding cards and a letter to AA and have heard diddly. If you try and register on the web site for missing miles it says that you have to wait 60 days from the flight, so I will do that before sending "the" letter.
It is quite amazing as all I would like to do is get my AA Platinum back and continue to fly with them!