Originally Posted by JJeffrey

AA is pretty flexible in situations like this, you may be able to shift your dates by a day or two, but they're not going to let you change your trip from Madrid to Rome.

Given the cancellation it will be no problem to get rebooked on the ORD-MAD nonstop.

Or, if you really want to end in LHR, ask for ORD-LHR-MAD and just get off at LHR. Obviously that only works if you're carry-on only.

Whatver you decide on, when you call ask specifically for those flights, do not rely on the agent to give you options.