I did this last year and did not have itin cancelled.

Here's basically what happened:

Booked flight from BWI --> PHL --> LAX

Got to BWI, flight was delayed for weather, would have caused me to miss last flight to LAX. I needed to get to LAX to watch BCS game.

Went to agent, said, hey I can get on Acela (near BWI airport) to get to Philly in time, then on to PHL airport. Called CP desk, CP Desk did something that marked leg as used.

Did the Acela thing, got to PHL airport, had no issue getting to LAX on next leg.