Often EWR fares are substantially lower than LGA. I ticket an EWR return and ask, first at the counter, for a seat to LGA. If not confirmed, I get on the standby list and wait at the gate. I have never been challanged at either the counter or gate (or Admirals Club).

The same is true of trying for direct flights to either airport when ticketed on connections through DFW or ORD. If there is space, they just pull the two tickets and give me a boarding pass. I don't think they even look at the fare, and I can't think of any good reason why they should. The seat otherwise flys empty.