Don't know about the lounge situation, but you can add SMF to the disconnected list -- same applies to OMA (I think -- haven't been there in years, so it could have changed). Internationally, MAN and LGW are also disconnected, as is SYD (domestic and international terminals require a $$$ bus connection).

Also, to be accurate, ORD is only partially roamable. Terminal 5 is disconnected from the rest.