Rad, you could have the wrong coupon stapled to your boarding pass (at an airport where they still do that). I used to always pull the coupons out directly and hand them to the agent. Also, the once every 5 years I check luggage, I look at the tag before the bag goes down into the "special place where bags go." Also, sometimes agents accidentally pull extra coupons, so make sure you have all remaining flight coupons before you leave the counter.

As these flight coupons are almost like cash (depending on the airline, fare basis, etc.) and endorsable to other carriers, I can understand the airline paranoia, because ticket stock theft and fraud is historically common. That said, I would think that when the day is over, and a flight coupon has been collected at the wrong airport for the wrong segment, that PNR would be documented with an "oops, I did it again" notation - or in this case, a call to the other airline.