The USAirways website has priced out an itin like this for me once. I wanted to go Pittsburgh-Raleigh for a day trip. Non-stop is nearly $800 RT. The 'cheapest' alternative USAIRWAYS.COM gave me was
PIT-LGA
LGA-RDU
RDU-LGA
LGA-PIT
for $217 same day RT!
Which is obviously combining the cheap PIT-LGA fares with the LGA-RDU fares. However, I didn't take it because I'm not that desperate to spent six hours on the plane for one meeting.