I've actually had a successful BUMP story re: BNA. Despite the agent knowing perfectly clear what the BUMP program was, I was told that I could do this only if I had CO send control of my ETKT to NW (or, I could have simply gotten a paper ticket). I went over to the CO agents, and just explaining what I was doing, managed to have them sign the ticket over, even without any exenuating circumstances. I was rather surprised...

The integration of CO/NW seems to make that kind of thing a possibility...I traveled DTW-CLE-MCI-CLE-DTW last fall. CO had a problem CLE-MCI making me overnight in CLE and go in the following morning. The next day, I was on the last CO connection out of MCI, but there was a nonstop NW flight MCI-DTW a couple hours later. I asked CO for that in MCI upon arrival (complained that they messed up my weekend and the least they could do was let me maximize my time in MCI) and they had little trouble flipping the ticket over (actually less trouble flipping it over than explaining that I needed to step 10 steps to the NW counter to make sure it was available...it was a little 3 Stooges

"no you need to flip it over to NW"
"no you need to check to see if they'll let you on"
"No, you need to send it over" (assuming they'd just rebook me on the CO flight number"
"SIR, I'll be glad to send it over but you need to step over to NW to check. I can't see if it's available"
"OH! You're moving me over to NW. I understand."

I'd assumed that they actually COULD book the codeshare without a connection but I guess it is truly impossible.

Felt a little stupid, but got what I wanted.