Where does Southwest fly? More than 100 locations in the United States, México, and the Caribbean are served by Southwest Airlines’ flights. Los Angeles, New York, Chicago, Denver, Las Vegas, Orlando, Cancun, Cabo San Lucas, Puerto Vallarta, Montego Bay, Punta Cana, and San Juan are just a few of the well-known cities and holiday destinations that Southwest serves. Southwest provides service to a variety of US villages and smaller cities.