I've never had a problem with late checkout requests, although during my last stay (4th of July weekend) I was only able to push checkout back by one hour -- not a big deal, since we only really wanted to sleep in and lounge around before heading home. :-P The only other time I've requested it was when I had a 4pm train to catch and didn't want to carry luggage around with me while I went back into the city for a while -- I probably could have just asked them to store it until I came back for it, but they graciously accomodated us anyway.

A more relevant question, for me anyway, is how often people have success with early check-in, instead!