I have a very similar problem. I currently have a flight on continental from LA to stockholm, with a stop in newark. I've recently decided that on the way back to LA I want to stop and stay in newark for a couple days. Changing my reservation would cost about $300-400. It would be a lot cheaper to buy a one way ticket from newark to LA. Is it possible to just purposely miss the last leg (newark to LA)? Assuming I had no checked luggage, does anybody see any problems with this plan?