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Very few airline programs allow outbound transfers. American Airlines is one which does, details here...
http://www.aa.com/content/AAdvantage...eemMiles.jhtml
To research other possibilities, start here...
http://webflyer.com/programs/mileage_converter/
Note that many programs allow you to retain miles with
any type of account activity every N months. Your miles may not expire if you can generate any mileage earning transaction, such as a car rental, hotel stay, floral purchase or other online shopping transaction credited to the program. You will need to research each program's individual rules and partnerships.
Going forward, note that Qantas and American are both members of the OneWorld Alliance. Likewise, Air Canada and Thai both belong to Star Alliance. In general one can fly on any carrier and credit all flights to a single carrier in the same alliance. This means you would not need to accumulate miles in a separate account for each carrier that you happen to fly.