A PA23 PLT IS VECTORED THROUGH BKF CLASS D AIRSPACE WITHOUT COORD BY DEN APCH CTL.

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CLRED FOR TOUCH AND GO AT DEN RWY 17L. TWR ISSUED WINDSHEAR ALERT. MAINTAINED DSCNT ON FINAL. WIND PICKED UP; A DIRECT XWIND OF 35 KTS (ESTIMATED); 90 DEGS TO RWY. WAS UNABLE TO TOUCH DOWN DUE TO STRONG GUSTY WINDS. PER TWR INSTRUCTIONS I WAS TO CLB OUT STRAIGHT RWY HEADING AND CALL OUT WHEN FTG IS IN SIGHT. BECAUSE OF TSTM DECIDED TO GO DIRECT APA (CENTENNIAL) INSTEAD. CALLED TWR AND TOLD THEM MY DECISION. TWR CONFIRMED AND ASSIGNED HDG 210 DEGS AND DSND TO 7000 FT. WE COMPLIED. TWR CALLED OUT TFC DEPARTING PARALLEL RWYS; THIS IS WHY WE WERE TO DSND. WE HAD TFC IN SIGHT. NO FACTOR. TWR HANDED US OFF TO DEP FREQ. CONTACTED DEP. 'XXX IS WITH YOU LEVEL 7000 FT.' I WAS IN RADAR CONTACT WITH DEP; SQUAWKING AN ASSIGNED CODE. DEP WAS BUSY WITH DEN TFC DEVIATING AROUND TSTM CELLS. THE HEADING AND ALT WE WERE AT PUT US RIGHT OVER BUCKLEY CLASS D AIRSPACE; OVER S END OF RWY. AT THIS POINT DEN DEP TOLD US TO SQUAWK VFR AND CONTACT CENTENNIAL TWR 118.9. WE DID AND LANDED. CENTENNIAL TWR TOLD US BUCKLEY AIR FORCE BASE WOULD LIKE TO TALK TO US. I CALLED; TOLD THEM MY STORY. CTLR SAID DEN HAD GIVEN HIM AN IFR RELEASE FOR 2 F16'S AND ABOUT THE TIME HE WAS GOING TO CLR THEM FOR TKOF; WE WERE OVER HIS RWY IN HIS AIRSPACE. CTLR SAID HE WAS GOING TO CALL DEN DEP AND WRITE A VIOLATION AGAINST THEM BECAUSE DEN NEVER CLRED US THROUGH THE CLASS D. DURING FLT I ASSUMED DEP CONTACTED BUCKLEY TWR; AND CLRED US; THOUGH THIS WAS NOT THE CASE. THE HDOF FROM DEN DEP TO CENTENNIAL TWR WAS IN BUCKLEY TWR'S AIRSPACE.