Thanks all - the reason I asked is that when I bought an infant ticket (I decided I didn't want the risk) it was associated with my reservation and showed up as linked. I figured there must (therefore) be a way to link any reservation together.

Nice that Southwest lets you buy an infant ticket separately online, though, the other airlines make you call. (AFAIK.) It's not a big deal, we all might get to board early with the infant anyway given the new changes...