It's probably a fight number continuation of a TATL flight. UA does this, for example LAX-CDG, through ORD, the domestic leg is on a 757, but it's booked as a direct flight with one stop.
It can also happen when flying from the US-Mexico. They book C, D, and Z on Mexico routes instead of F (AA does the same thing), I believe so the IFL's don't get too crowded with people traveling to Mexico.