Pets can now fly on Southwest Airlines. As of June 1st, 2009 Southwest allows pets to travel in-cabin. There is a two pet per person limit and each pets counts toward your carry-on allowance.
Southwest still does not accept pets in the cargo hold or any pet that is not accompanied by an adult traveler.
There are a limited number of spaces available on each flight, so be sure and let Southwest reservations know that you will be traveling with a pet.