I had a similar situation not too terribly long ago when a "standard" routing to Athens from my home airport ran $2400 (Home - DTW - JFK - ATH) but going via ORD (ORD - JFK - ATH) was like $900 and Home to ORD (via DTW) was like $300. When I tried to put the whole thing on one PNR, the price immediately went to $2400, but on separate PNRs they honored the $900/300. Checking in at my home airport I had them look up both itineraries (it was all Delta metal) and they were able to check my bags all the way through. On paper, it was 2 trips, but I only had to check bags once and clear security once.

Having said that, I haaaaated going that route. If anything had gone sideways on the trip from home to ORD, I'd have been treated as a no-show for the ORD-ATH portion, and that would have been Very Bad. The only reason I even tried it was I had a long (3+ hour) layover at ORD and I knew that if things got really desperate, I had time to rent a car and drive from DTW to ORD if needed. Everything went off without a hitch, but I was nervous until I hit ORD.