I used to do nested tickets on flights DCA-BOS when I had to make multiple trips in a single month. I would buy a roundtrip on US Air (yes, it was a while ago!) originating in DCA, with a return date from BOS three or four weeks out.

I would then buy a nested flight on DL or JetBlue that originated in BOS, but was nested within the dates of the US Air ticket. This resulted in a significant savings. DL or JetBlue never wondered why I was originating a round trip from Boston when my address was in DC.

I just had to remember, on each leg, which terminal to go to....