I once applied to a well-known IT consulting company and was asked if I had ever applied to its 'sister company' (another very well known firm at the time). Basically as soon as you answered 'yes', you were asked of the result. I got the impression that if you failed one, you failed both. Also, when subsequently interviewing again with the same firm years later, I just have this feeling that they somehow know about my previous rejections. It does make me wonder how much they keep on file in their database. It's really irritating.