They recently added quite a few international flights [1]. They now offer service to Aruba, Belize, Cabo San Lucas/Los Cabos, Cancun, Cuba (not sure if it has started yet), Grand Cayman Island, Liberia, Costa Rica, Mexico City, Montego Bay, Nassau, Puerto Vallarta, Punta Cana, San Jose, and Costa Rica.

[1] https://www.southwest.com/international/