Wow - that seems a bit unreasonable and goes against the general advice I was going to give, which is:

The best thing to do is to specify the FF program for the first segment at time of booking, and then at check-in for each subsequent segment, change the program and number to whatever you want to be credited for that segment. If the FF program and/or number is printed on the boarding pass, be sure that it matches what you want for that segment.

My understanding is that in general, each segment in a single PNR can have its own FF program and number associated with it. Even though in most cases all segments have the same FF program and number, there's nothing preventing one of them from being different than the rest, or all of them being different from each other. Also, it's my understanding that any agent that touches the record (initial booking agent, phone agent before departure, or airport personnel) can change the FF info for any current or future segment, but as sbm12 pointed out, there may be policy reasons that prevent this. Also, there may be a lack of understanding or incompetence that gets in the way from time to time.

My most recent two experiences with this were:

- a oneworld RTW ticket purchased from AA. 6 segments involved, 2 on AA. So of course, my AA number was on all segments by default. But, 1st segment was BA IAH-LHR, and because of the special rule that prevents US-UK transatlantic segments from being cross-posted between BA and AA, I chose to have that segment posted to my AsiaMiles account. At check-in at IAH, the BA rep checked me through to DXB, but I told her that I wanted the first segment only credited to AsiaMiles, and the rest of the PNR left on AA (including the 2nd segment LHR-DXB which she also checked me in for and issued me a boarding pass). She gave me a funny look at first when I asked for this, but then realized the special rule for AA-BA credits and had no problem doing what I asked. She changed the first segment, kept the second segment as it was even though she was also checking me in for that, and left the other segments untouched.

- A mixed-alliance single-PNR ticket involving flights on CO, AF, LH, and AC. Because of the mix of carriers and alliances, I needed credits on different programs. I told each agent what I wanted at check-in, and had no problems getting all segments credited correctly without any additional work.

Regarding what sbm12 reports about DL, I'm not sure quite what to make of it. I know that there are certain abuses that the carriers would like to prevent, such as tagging a segment with the operating carrier in order to get certain elite privileges (upgrades, preferred seating) but then once those are granted and before departure, changing the FF to another carrier.

Aside from that, I don't understand why there would be a notion of not being able to change the FF program once travel has started. sbm12, could you shed any light onto DL's policy in this regard?

And actually, I don't see any way that DL could enforce this except for a PNR consisting entirely of its own flights.