It has worked for me, so it can work for you too...
This post will explain how to "double-dip" on airline miles for flown flights without raising any red flags. I have done it successfully with Northwest flights, and I imagine it can work on other airlines too (Try it at your own risk!)
I did the following steps:
1) When I bought the ticket on NWA.COM I put in a Delta SkyMiles Number in my reservation.
2) After I flew the flight, I waited for the Delta SkyMiles to post (took a few days), and then I went to the NWA website and went to "Mileage Credit" for NWA flights, and put it the ticket number for the flights I have flown.
3) A few days later it has appeared in my NWA WorldPerks account.
The trick is to get miles posted on a affiliate airline first (in this case a SkyTeam member) and only then go back to the airline's website, because an airline only allows online crediting for their own flights. This option is not risky due to the fact that a computer automatically credits you with the miles, and no humans are involved.
To get more miles "quadruple-dipping" try the following, I have never tried it, but I know people it worked for, but it may be risky, as it involves a person checking it, and if he decides to check it out, you may lose your miles!
1) Keep your boarding passes!
2) After you got credited to the first airline, take the boarding passes, white-out the section which says "Frequent Flyer Number" and fax it to all the other airlines affiliated with this airline, you will most probably get mileage from all airlines for the same flight. So a NWA flight DTW-LGA-DTW which is 501 miles each way (1002 total) can get you 1002 miles in every SkyTeam program (Air France / KLM FlyingBlue, Continental OnePass, Delta SkyMiles, Alitalia MilleMiglia, Czech Airlines, China Southern).