<p>Really, they’re not going to cancel or delay the flight for you. They sure as heck don’t hold the airplane when I’m running to get a connection, they are outta there! Just bring a small enough bag that there is no way you’ll have to check it (and with SW, check in early because that is who gets the A boarding passes and overhead compartment room). I still recommend calling them after you get off as a courtesy, to say you won’t be onboard.</p>