I've done this myself on a number of occasions, usually at MSP. I have only once had a problem with this. I took an earlier flight ORD-MSP and the agent listed me in a seperate record. By the time it came for me to get my MSP-SEA flight, the computer had cancelled my itinerary for failing to show up for the ORD-MSP flight. Anyway, I spoke to customer service at the airport and showed them my Boarding Pass for the earlier ORD-MSP flight and they put me on the SEA flight with no further problems.