I once thought I'd missed a connecting flight. I was flying US Air PHX-CLT-HPN. The last leg was scheduled to depart at 9:15 but the first leg was delayed and didn't land until 9:00. I ran like a madman through the airport and reached the gate at 9:10 and the guy was shutting the door. I said "Wait for me!" So he looks up and says "Don't worry, I'm just closing is because it's cold" and lets me on. Turns out a bunch of other connecting flights were late too and they didn't pull back until 9:45 because they were waiting for so many connectors.