A few things about doing this:

a) Don't even bother if you've checked luggage, unless you have a good reason to do it (flight irregularities come to mind). If you're starting in ORD, just ask at checkin. If you're connecting through ORD (and you have enough time), I'd retrieve my bags there and recheck them. Depends on how serious you are about trying to do this.
b) They will (typically) not let you wait at the gate, ie. if there's a low chance of you clearing, they won't let you try it, as a general rule. If the flight you want is pretty empty, you'll probably do it for you.

As they said, it's all about the agent.

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