Actually, quite a few airlines have baggage agreements, not just within an alliance. Generally, if there's a ticketing agreement, a baggage agreement goes along with it. It's the oddballs that like to go solo (Southwest, Allegiant, etc) that don't intermingle like that. I wouldn't recommend checking luggage as a nonrev in the first place, especially when transferring airlines, but I do think that it can theoretically be done. Not quite the same, but one time I was in YYJ, and due to some duty free purchase plans I was going to check a bag. And since I only had OO benefits on furlough, my itinerary was YYJ-SFO-SLC-ORD-EAU, SFO-SLC being on DL and everything else on UA. The agents in YYJ were happy to tag my bag all the way through, on both airlines.