A couple of years ago flying NW PHX-MSP-RDU on a cheapo $189 fare I was informed on check-in that my MSP-RDU segment had been cancelled. I was rebooked on US airways MSP-PIT-RDU arriving about an hour after my original schedule.
I was surprised to find that the US flights were in F (I had been upgraded on the NW flights) in spite of the low fare paid.