Fares have "routing rules" - most airlines (including United on most international routes) specify the cities through which you may connect. However, there may be more restrictions in the fare rules (for example, limitations on connections). Some airlines (including American on many international routes) use mileage-based routing rules, so they specify the maximum mileage you can travel under that fare.

It used to be pretty easy to see these routing rules, but these days, the best method, as Bttc says, is with a subscription service like ExpertFlyer.

Lacking that, ITA will often come up with some pretty creative routings if you specify the number of segments you want. (PHL:: UA UA UA UA+)