I think you can go UAL-Amtrak-CO -- at least Amtrak will transfer points to CO. Amtrak has a 25,000 mile per calendar year limit on transfers and last I looked there were only a few hours left in this calendar year. Also be persistent: it took me three calls to CO before I got someone who was willing to move my miles to Amtrak.
P.S. Credit should go to GLeff who posted about this originally.
[This message has been edited by prh (edited 12-31-2002).]