I'm not sure I'd go along with the "most" in that sentence, though I would agree with "some." I often hear on-board announcements encouraging people who are not members of that airline's FFP to join it after landing and receive credit for the flight that they're now on.

There's usually a limit, such as 30 days, for receiving retroactive credit. You have to check each program to see if it is possible and, if it is, how far back.

It's a good idea to sign up in advance in any case.