The merger with Delta will be complete in a very short time, and the opportunity for a status match will soon be over. I sent in my request a couple of days ago for a status match.
This is the same situation we had several months ago when they US Bank Worldperks Visa card was on its way out. I suggested applying as it was soon to be history and you really had nothing to lose.
So take any non-Skyteam status you have, (United, American, US Airways), make a copy of your latest statement along with a cover letter and fax it to 218-254-7567 requesting a comparable level status match.
You can probably even send them a Continental statement indicating that you want to stay with Skyteam as Continental is leaving the alliance to join Star Alliance on October 27, 2009.