The other problem is standby for an earlier flight for the first segment (originally a redeye for example) leading to the same situation as above. I have had this at DFW. Then the computer does not like the second segment becoming a previous day flight when you check in and ask for standby. The solution is a smart/friendly check in agent or else asking at the connection point where there is unlikely to be a problem (they are human after all) EXCEPT for the bags that are now tagged for the next day. Go figure on that one. I don't have a solution except the friendly/knowledgable agent.