In the last months I flew a lot with different airlines, mainly Swiss, AirBaltic, Aeroflot and AeroSvit. Now I was wondering if there is a frequent flyer program covering as much as possible of these airlines. How can I find such a program?
Wikipedia provides a pretty good overview of carriers to alliances to save you having to check each alliance's website in turn. Have a look through that and see which one you've mostly been hitting.
Also, be aware that carriers sometimes enter, leave or change alliances. This tends not to happen too often, but it does occur (just see the former and future members section on the wikipedia page for an idea), so you can't be certain that an airline (especially a smaller one) will always be in the alliance it's in today.
Finally, be aware that you often have a fairly short period of time to register flights with a frequent traveller program after flying, usually a few months. Unless you've flown very recently, you may find that not all of your flights can be credited when you join a program.
Aeroflot has only one frequent flyer program - you spend money on Mastercard, and you gather the miles. At the some moment you decide to get your ticket, you are happy, and the cycle repeats.
As Gagravarr said, Aeroflot is a SkyTeam member, and officially not permits the exchange of the bonus miles from other companies not from SkyTeam.