No problem doing it once - plans change. I had an RT RDU-BOS-RDU booked on AA and then needed to go to NYC for a week. AA wanted like 500USD to change the BOS-RDU to BOS-LGA. Threw out the ticket back home and booked a DL shuttle flight for around 100USD. AA never cared.

I'm sure if I did the routine often though, they would not be happy and I would get called by the "fraud dept" (apparently AA claims to have one!).