Welcome to FlyerTalk.

If you cancel a connecting flight in advance it's as if you are rebooking the whole ticket, which is probably expensive. Can you travel with only carry on luggage? That would be best. You can ask the airline (US) to check your luggage only to PHL but they often won't do it because they are trying to prevent exactly what you want to do. You will get the best advice in US forum (and I've asked this to be moved there). In the meantime, search that forum for advice on "short-checking" luggage.

If there is an earlier US LAX-PHL flight, you might want to go early and ask at check in to get on that flight. You could then trying saying you wanted to claim your bags before checking in for the connection. If seats are open you have to pay $50 on US; if seats are not open you can stand by for free but you can still ask to have your bags checked to PHL only. Even so, no guarantee, so if you can possibly do carry on, now is the time.

Charles