One way is to use FlightAware.com and input your flight info and then select inbound flight, it will tell you where it is coming from and what the status. This will work on the day of your flight as it could change day to day.
I use www.flightview.com and put in the flight number. With Southwest, you will see a bunch of flights with the same number. You can see where the flight is coming from. It may or may not have connecting passengers on it, depending on the routing.
Say I am flying MSP-MCO. My last flight had a SW flight coming in from STL. I did a search on southwest.com to see if I could fly from STL to MCO and checked to see if any of the flights connected in MSP. That day, they did not, so I knew there would be no continuation passengers on the flight....... if that makes sense....
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