cigarman is absolutely correct as well. I know this from PAINFUL experience (it's a little different from what you described but the same result) ... I missed my outbound flight LGA-IAH-CZM, raced over to EWR to fly from there. I did manage to make the original connection IAH-CZM since the EWR flight was just an hour later than the LGA flight. But even though, theoretically, I did take the original connection IAH-CZM (it's just that I didn't depart from LGA), I later found out that since I did not actually depart from LGA, they canceled my return completely! I did not know that this would happen and I had to rebook the day of departure (on an overbooked flight I might add.)