While not on WN I did buy a ticket about 8-10 minutes before departure. I was on a connecting flight back to Vegas but dog sick. I actually boarded the first plane and then deboarded and walked 2-3 gates over in the terminal and bought a US Airways non-stop home at the gate. It helped I was already through security. Since I was a US Silver at the time and they have open F class seats they even upgraded me.