The options of crediting to two programs are limited even when a flight can in principle be credited to 2 programs in different alliances. AF, for example, normally wants the original boarding passes to be sent in to them when you make a retro-claim.

The only situation I know of where double-dipping is routinely possible is when you get involuntary rebooked on an airline that is not partner of your FFP. In this case you can claim the miles for the new booking and retro-claim the miles for your old booking (provided your FFP has the rule that in cases of involuntary rebooking a passenger can claim the miles for the original itinerary if they wish so).