Even the most seasoned travelers forget to include their frequent flyer number to their flight reservation on occasion (or can place blame on the forgetful corporate travel agent). Or perhaps you included your frequent flyer number but the airline failed to credit your hard earn miles. Either way, fear nothing as you can request mileage credit for previously flown flights up to 24 months in the past, as long as you were a member of the respective airlines frequent flyer program at the time of the flight. The best documentation to have on hand would be your boarding pass or other documentation showing the airline's ticket and flight number.
Here are direct links to major U.S carriers, and information on how to submit your mileage credit request:
United (last 12 months of travel)
American (last 12 months)
Delta (last 6 months)
Northwest (last 9 months)
Continental (last 6 months)
Southwest (last 24 months!)
Virgin America (last 12 months)