Can I book flights with two airlines w/out re-checking bags?

I have scored some seriously awesome airline miles with British Airlines, but I want to go to a destination they don’t fly too. Still, I can book a free ticket to London, and buy a second super-cheap ticket from london to another destination.

But since these are two separate purchases from two different airlines, is there any way to avoid having to go through customs in London, getting my bags, then getting back in line, rechecking my bags, etc? I.e. just get the bags checked all the way through to the final destination even though they are two tickets?