I do believe you can only check in for the a day of flying at a time. I did a MR from MCI-EWR-IAH-LAX-IAH-EWR-MCI and could only check in to LAX on my day of departure. I was within the 24 hour window to check in but it wouldn't let me checkin until my first leg of travel had been completed. I was however able to call CO and get my seats changed to exit rows and then I just checked in at the airport for my return.

Matt