Southwest Airlines currently doesn't have flights to Costa Rica or any other international destination. At this time, the low-cost domestic carrier offers scheduled service to 78 destinations in 39 states. The airline's biggest departure airports are in Chicago (Midway), Las Vegas, Baltimore/Washington and Phoenix.
If you'd like to travel to Mexico, Southwest's partnership with Volaris airlines can be of service. Currently, 58 Southwest cities connect to 6 different Volaris cities in Mexico.
AirTran airlines acquired by Southwest in May 2011, currently offers scheduled international service to Aruba; Nassau, Bahamas; Montego Bay, Jamaica; Punt@ Cana, Dominican Republic; San Juan Puerto Rico; Cancun, Mexico City; and Cabo San Lucas/Los Cabos.
Speaking of Southwest, the airline just announced a new $40 fee that lets passengers board early. The boarding option will only be offered at the gate on the day of travel, beginning 45 minutes before the flight departs.