Years ago, sometimes one could get lucky by going to an airport check-in agent & getting it changed without a change fee/ penalty, but it gets less likely every year as the airlines get stricter.
As Myfrogger has said, Southwest is the only airline (though not legacy

) which has a no-change-fee, full value policy

! However, he has it backwards: official airline terminology is "change fee;" laymen call it a "penalty."

: For most non-refundable tickets, DL charges $50 while all other legacy airlines charge $100.