I have been through GRU 2 times in the past 3 months with connections. London>GRU>AEP (BA then TAM), AEP>GRU>Frankfurt (Aerolineas then TAM). BOTH times I was told quite implicitly that I would have to get off in GRU go through customs and get my bag, which ended up happening both times. Lucky I have a UK passport so I simply got a stamp, however it is a major pain in the ass. Both my tickets were on the same booking, however apparently the airlines are not capable of working together like every other airport. I would assume you have to pick up your bag in GRU, then confirm at the airport in buenos aires. I am now refusing to fly via Brasil to Argentina because it's become such a pain in the ass.