We were supposed to fly to New York on Saturday last weekend. We got to security & were literally taking our shoes off to walk through when we got a text saying our flight was cancelled. This was after it had been delayed for 2 1/2 hours. We decided to get through security in hopes that we could figure something out on the other side. What we realized is Southwest does not have a lot of options once a flight is cancelled. So we got a refund from Southwest & rebooked on United. The earliest we could get out was Monday morning. We decided to make the most of our snow day.