As I recently learned, the hard way......
they do now have some sort of alliance with US Airways, so they will accommodate you and your bags on the next US Air flight (or vice versa) if a delay is their fault. But that is true only if your flights were all booked on the same itinerary (i.e., all made as part of a single reservation). Of course, I found this out during a 12 hour delay in Curaçao where I missed all of my connecting flights coming home from Bonaire. My problem was that I booked to Miami on US Air and I booked Miami to Bonaire on InselAir separately. Because they were on two different reservations, I had all kinds of trouble, but in the end, InselAir was good enough to get all the change fees waived and even paid for a hotel overnight while we waited for our new flights home. I give them credit for that.
But I still don't know how I would have made all of the legs of the flight on the same reservation (using both US Air and InselAir). At that time, Orbitz wasn't functioning properly with InselAir. I don't know if that's any different now.