I'm flying from Sacramento to Washington DC next week, and ended up on Frontier Airlines from Sacramento to Denver, and then United Airlines to Washington DC.

I'm a big fan on checking my bags, but can I do that when I'm on two different airlines? Does it really increase the risk my bags won't make it to DC with me?

It depends on whether or not F9 and UA have an interline baggage agreement in DEN. Even then, the likelihood of them tagging the bags through if the reservations are on separate tickets is small.

But if they do have an agreement, and it's on one ticket (I don't know if that is possible), then you can do it.

As they're competitors at DEN, I doubt they have an agreement. So, if you want to check your bags, you'll probably have to claim them in DEN, and then re-check them, which could be very, very annoying and time-consuming, especially if your flight from Sacramento arrives late.

Call Frontier and see if they have an interline agreement with UA. If they do, just tell the ticket agent that you have 2 separate tickets but would like to have your bags checked all the way through. You shouldn't check in online or use a kiosk if you want to do this, assuming there is an interline agreement; you need to work with a ticket agent.

I just flew from MLB-ATL-ATH on DL and ATH-LCA on Aegean Airlines. I had two separate tickets. I called DL and asked if they had an interline agreement with Aegean. They did. So I checked in just as I described above and my bags were checked all the from MLB to LCA. The good news about this was that I wasn't subject to Aegean's 20kg baggage limit, I got to use DL's baggage limit and since I was flying BE, I was able to check 3 bags, each weighing 15-20kg. (I don't travel heavy, I am moving overseas).