Also, if you are interested in United miles and have Continental - you can "launder" them through Amtrak at a 1-1 conversion rate. I believe you can convert CO to Amtrak, and then convert Amtrak to UAL. I don't think it goes the other way.

If you only have a few miles on a carrier you don't intend to use again - perhaps 2000. You could just say you have something of no value - and do what you normally do with something of no value - ignore it.