My last mileage run:

DCA-DFW-LGB-DFW-DCA all same day...

Checked in online. Only received boarding passes for DCA-DFW-LGB. Attempted online check in for return, and failed. Upon landing at DFW, I went to the AC, plugged in the spare printer they have to my laptop, and checked in for LGB-DFW-DCA while waiting in DFW.

Knowing Sabre like I do, I am fairly confident that if my booking were DCA-DFW-LGB-JFK-DCA or some variation, I would've received all 4 boarding passes at once, as long as everything was same day.

Past experience on the other side of the counter tells me that it's about 50/50 whether an agent will be successful in checking in a passenger in a city other than the one they are standing in at the moment. (Other than a normal connection, of course)