Originally Posted by mymiles2go
You can do it all you want and nobody is going to care as long as you don't have any checked luggage.
Ditto from here. The no-checked-luggage is the key thing, and you can only do it for the final leg.
Back 10 years ago you might've been able to get all boarding passes printed up in advance and use only the ones you wanted without major cancellation worries, but those days are long gone.