I've done this a number of times when my travel agent had entered the frequent flyer number of the airline I'm flying, rather than the airline I wanted credited. Usually, this involved, American miles on BA, but it has also involved Delta miles on Aeromexico. I've never had any difficulty getting the agent to make the changes, but in some cases, especially involving Delta partners, the credit didn't come through and I had to go to the mail in route. Worked out in the end in every case.