Are you adding your KTN but not getting PreCheck? You can ask the TSA to tell you why! Search for "AskTSA" on Twitter or Facebook and send them a private message, they can look up your record number and tell you what the issue was.
TSA Pre-Check / PreCheck Known Traveler program for AA FFs
You are eligible to be selected (on a flight-by-flight basis) for TSA PreCheck expedited screening if:

• You are a frequent American Airlines flyer that have been invited by American Airlines to participate and followed the instructions on the email to accept, or/and
• You participate in a "Trusted Traveler" program (Global Entry, NEXUS, SENTRI and/or TSA PreCheck application program) and have entered your "Known Traveler ID" in the reservation
• If you're using your AAdvantage number, you can enter the "Known Traveler ID" in the Personal Information and Password tab of My Account) so it will auto-populate in all new reservations bearing the AAdvantage number made anywhere
• If your reservation doesn't have your AAdvantage number, you can retrieve it and add the "Known Traveler ID" to it. The method is not very intuitive: on AA.com click on my trips, then on view all, then on find my reservation and enter either the record locator (if you know it), or the flight information using the AA operating flight number (not any eventual codeshare number from another airline).
• Your Secure Flight Information (name, sex, DOB) in the reservation must match the one with the program (except for "middle" or other names, which are ignored) (name on ticket does not matter)
• You will find your "Known Traveler ID" on the GOES website or on your program's card, under the name "PASSID". It is either 9 digits or the letters TT plus 7 digits

You will know if you have been selected on a particular flight if the wording or logo "TSA PreCheck" appear on your boarding pass.

NOTE: 20 May 2016: "Today’s announcement makes a total of 16 carriers that participate in TSA Pre✓®: Aeromexico, Air Canada, Alaska Airlines, Allegiant, American Airlines, Cape Air, Delta Air Lines, Etihad Airways, Hawaiian Airlines, JetBlue Airways, Seaborne Airlines, Southwest Airlines, Sun Country Airlines, United Airlines, Virgin America and WestJet.

Passengers who are eligible for TSA Pre✓® include: members of the TSA Pre✓® application program, U.S. Customs and Border Protection (CBP) Trusted Traveler program, Global Entry, and Canadian citizens who are members of CBP’s NEXUS program. TSA Pre✓® is also available for U.S. Armed Forces service members, including those serving in the U.S. Coast Guard, Reserves and National Guard."

Link

How it works
In the Pre-Check lane, you no longer need to remove the following items:

• Shoes (some, such as steel-toed shoes, may require removal)
• 3-1-1 compliant bag from your carry-on (all liquid restrictions still apply)
• Laptop from your bag (if electronics are stacked on top of each other, they require removal)
• Light outerwear or jacket
• Belt (large belt buckles may require removal)
• Pre-Check Lanes are WTMD only-- No NoS in use

LOCATIONS
Link to FlyerGuide Wiki listing of American Airlines (only) PreCheck checkpoints.
Link to FT thread AA Airport / Concourse TSA PreCheck - Hours [only] (may not be current)
See also post 1 of this thread. (It contains much additional info in the Moderator's Note.)

NOTE: PreCheck is changing to a Trusted Traveler (GE/NEXUS/SENTRI) -like program, where anyone will be able apply and pay USD $85 (online or at a PreCheck enrollment center), be vetted for approval, present proof of identification and be fingerprinted at a PreCheck enrollment center (IAD and IND, opening Fall 2013, will be thie first), and be granted PreCheck status for five years from that time. It will not be airline - or airline status - tied.

"Current PreCheck participants, including those eligible via a CBP Trusted Traveler Program such as Global Entry, will continue to receive PreCheck eligibility. Participants who opted-in through their airline frequent flyer program may want to consider applying for PreCheck, as they are more likely to be selected for PreCheck expedited screening more often if they are vetted via the PreCheck application process." Link.
Trusted Traveler (Global Entry, Nexus, Sentri) and Having Problems with PreCheck?
If you belong to one of the Trusted Traveler Programs listed above, you may run into issues getting PreCheck clearance if your Secure Flight Data is not an exact match to the data that you entered into your application on the GOES (Global Online Enrollment System) website when you applied for your TT membership.

For example, if your airline account has Bob Jones, but your GOES account has Bob James Jones, then the TSA may not be associating your information properly when it "decides" who can and can not have access. Additionally, if your PASS ID # (listed above in the screen-shots) is not an exact match, there will be a mismatch when TSA processes your information, and you will not receive PreCheck.

To ensure you receive PreCheck on all flights (domestic & internatioal), be sure to ensure the information in your AA profile is accurate. The name on the ticket does not matter- the "Secure Flight Data" is what is used to determine PreCheck status.

TSA Pre✓® / PreCheck / Pre Check Issues, Changes, etc.
Known issues:

• Not every airport or terminal offers the TSA Pre✓® program
• TSA Pre✓® may have limited or irregular hours or closed at times without notice
• TSA Pre✓® members are still be subject to random selection for intensified screening
• TSA Pre✓® program has changed from an airline elite invitation program to a fee-based program with certain screening requirements
• If one's TSA Pre✓® status is from the pilot invitation program and one doesn't have a Known Traveler Number ("KTN"), TSA Pre✓® status may not carry on to another airline and one may experience increasing denials (not having the TSA Pre✓® printed on boarding pass and being sent to the regular TSA screening queues

Link to TSA Application Program and TSA Pre✓® program information, links

Changes to TSA Pre✓®

TSA Pre✓® was originally offered by certain airlines to their elite status members. These TSA Pre✓® members do not have a Known Traveler Number from a USDHS trusted traveler program (GOES / Global Entry, NEXUS, SENTRI or the new $85 fee based TSA Pre✓® Application Program offered to the flying public with 5 year renewal), making TSA Pre✓® status portability challenging. See the DHS Trusted Traveler programs listing and comparison chart here. Please read the following: