I'm inclined to agree with loungee to a large degree however there are a few caveats - minor ones I accept.
1) Ticket and baggage interline agreements are separate. While it is unlikely that airlines will have one and not the other it is not totally impossible therefore an e-ticket is not an absolute guarantee.
2) The issue regarding one ticket does not simply apply to interlining. If you have two tickets for one journey and all flights are the same airline that airline may well refuse to through check the baggage. Two tickets = two contracts and you have to complete one before you can start the other.