Sometimes a raised eyebrow, never a hassle.
Last month I flew BOS-ORD-CDG to meet a Michigan-based colleague in Chicago so we could fly over together. (Really. I was.) That seemed to satisfy the agent more quickly than discussing FF miles would have. I may just say something like that from now on to simplify my life.
And Spiff is right, at least on AA. I used the e-mail form for missing miles on their Web site.