Viajero Joven,

Tus ideas tienen mucho sentido. Since you seem to know something about this, maybe you can help me out with this question:

What happens with immigration? Given that for every int. flight arriving to the U.S. they make you pass through customs/immigration before you catch your connecting flight, how would this work for someone who didn't have papers to get into the U.S. Do you have to get some type of visa just to connect? If not, do they have a problem of people pretending to connect to other countries but really staying in the U.S.?

FWIW, I thought that CO flew between IAH and MAD in the past. I fly to MAD numerous times a year, and when I have searched for itineraries (this past summer for example), I have have been offered the itinerary: LGA-IAH-MAD. The only thing I can think of to negate this is the idea that it was offering me an extension of the EWR-MAD flight, but this seems unlikely.