Though I would be extremely careful in missing a segment unless it is the last segment of your itinerary, often if you have two carriers who use totally different reservation systems, it is possible that if you miss a segment with the first airline, the flights on the second airline won't be canceled. But the return flights on the first airline would be canceled. For example, if one ticket had:

MSP-DTW NW
DTW-IAD UA
IAD-DTW UA
DTW-MSP NW

If you miss the MSP-DTW flight, your UA flights might not be canceled, but your DTW-MSP flight would be.

John