This is called short checking and they're technically not supposed to do it... mostly because they want to try and prevent people from circumventing fare rules by buying less expensive tickets to alternate destinations and throwing away segments. Not suggesting this is what you're doing, but that's the reason for the rule.

I've been successful short checking before myself though in an instance when I was flying SEA-LAX-LAS and I had a bag to deliver to a buddy meeting me at LAX. So it will depend on the agent you checkin with. Just be prepared for a possible NO.