This isn't Delta, but I recently flew an itinerary with both Alaska Air and Northwest, and I wanted CO OP miles for all. When checking in with Alaska at ADQ to ANC, the agent inadvertantly put my Alaska Air Mileage Plan number in the record for my NW flight. I didn't notice it until after my Northwest ANC to MSP flight had taken off. When I got to the MSP WC, the agent there was able to change it for me and I got OP credit that I wanted. So it can be done after the flight, but I don't know how far after the fact it can be done.