I have had some mixed success doing this. When it worked, I think it depended a lot on my status and personal favor with the UA agent accepting the ticket. I'm told that it creates some hassle in the accounting department.

Since it's a matter of agent discretion, you can't count on the return ticket being accepted by the UA agents at the destination. And since AA is very likely to cancel your entire reservation when you no-showed for the first sector (that is, if UA takes the ticket on your outbound), that means that you could be stuck at your destination with a canceled reservation at AA and non-compliant at UA. So take care.

That's why I only try to do this sort of thing on return segments.

But this is one of the reasons I always use paper tickets. In a tightly timed situation, it can be tough to get e-tickets printed on paper.