DCA-LGA-BOS

The Delta Shuttle and US Airways Shuttle are believed to be the most profitable part of their companies. I say "believed" since they never publish the numbers separately from the regular airline. But there are always tons of people paying lots of money (even with corporate discount) for a short flight.

Also, regional routes (US Express, etc.) tend to be VERY expensive if booked individually, and not a part of a connecting itinerary. I bet this is because the operating airline gets a bigger cut than when the pax is connecting to the mother carrier, so they charge more.