Constructing air travel from award tickets from one airline with purchases from another?

I'm planning a trip from the Los Angeles, California area to Winnipeg. I have American Airline miles, which can be used to get me from Los Angeles to Chicago (or some other city, but Chicago looks good), and I need to buy or use award travel on another airline to get between Chicago and Winnipeg.

How can I do this so that my luggage will travel through; normally, I've heard that they (the baggage handlers) can't or won't book luggage through on more than one ticket.
AA has clarified that they have an interagency baggage agreement with UA and AC, which are the targeted airlines. So they're willing to transfer the bags, but I can't get award flights and non-award flights on the same ticket.
I had previous heard that airlines won't issue through tags on multiple tickets, even if on the same airline. If that's not the case, I want to know about it.

Handlers is NOT your problem!

Each piece of luggage MUST be attached to a "unique" locator (ticket) Therefore, as AA will not be able to fly you all the way (and no other oneworld alliance partner!) You will hev to pick-up and re-check!

Unless, AA in LAX, is helpful enough to put you on an "inter-line" checked luggage, BUT I do not see that happening!

Fly with AA to YYC/Calgary and then WS/Westjet for about USD278.00+