Theres quite a few discussions about this on various airline forums on FT.. It has been done.. but some phone calls from the airline legal department might start appearing on your phone machine if its done too often. Often airlines gives discounts on certain routes, and must be completed.. the other factor is if you do this on departure and not get on your last segment, they may cancel the remainder of the ticket. Missing the last leg on arrival is probably the safest.. but again, airlines may start keeping records of skipping out, and may pursue legal action to get the fare difference from you back. These are only a few of the many things that can happen talked about here on FT.