A FlyerTalk Posting Legend
Join Date: Jul 2002
Location: MCI
Programs: AA Gold 1MM, AS MVP, UA Silver, WN A-List, Marriott LT Titanium, HH Diamond
Posts: 53,010
Generally, I'd just no-show the 2nd segment.
Also, generally you can't short-check a bag for just the first segment. There are exceptions to this rule, and there are itineraries where you could check a bag and collect it after the 1st segment for a customs check. Mostly, segment-skippers have to go with a carry-on only.
If you post the routing people may be able to provide more specific advice.