I've got a 3 flight segment trip (coach) coming home from a business trip. First segment on the way home is US Air. Last two are Continental. What would happen if I simply didn't show up for the last two segments and made my own arrangements to get home? Would I be blacklisted on Continental?

Decided I'd like to spend the weekend in the arrival city of the first segment on my way home. A change fee is at least $150 (according to Expedia), but could be higher. And I imagine it would be the same (lousy) routing. For $150, I'm supposing I may be able to book a direct flight home at the end of the weekend.

I like Continental and am accumulating miles with them, so I don't want to be blacklisted for not using those two return segments. The originating flights out to my destination are with American. Does that make any difference?

Presuming I should call Continental at some point to let them know I won't be using those return portions--is there one excuse more "palatable" than another?

Another possibility is simply throwing away all return flight segments and driving to another city of interest (want to do some hiking), then making new arrangements to get home. But then I'd be at risk with US Airways as well? Or not?

Sorry if this is the wrong place to ask. Wasn't sure where to post.