Bake animation

Hi everybody,

I have in Blender a rig for a steam locomotive, and I’d like to use it in Unity3D. That rig, unfortunately, relies on constraints and parenting and Unity does not support a least the former one.
So I’d like to record my animation in keyframes: for each of the individual pieces, I’d like to store the position/rotation into a keyframe.

I tried Object -> Animation -> Bake Action, but it does not work.

Thanks a lot.

I actually found that Bake action worked: I had to play around with the checkboxes below to make it work.