Just recently did this on Delta for a red eye. I purchased the first ticket online (got a great price). Then, as I only wanted the return to have the second seat, I called Delta to add it. Yes, I was charged the $20 ticketing fee, but the reservations are "linked". I had to have them take care of the seat assignments as well. In my case, I believe the extra seat's passenger name was xtra and my last name.

This is the first time I've done this on Delta, so I won't know how it all works out until March. I have done the same thing on USAir. In that case, I purchased all tickets online then called and had the agent "link" them. We do that flight in September. Will see how it all work out.