Southwest is the only carrier that I know which offers the abilty to redeem "one-way award flights". Their award tickets are actually (2) one-way tickets. So you could fly from Los Angeles to Phoenix and return Las Vegas to Baltimore. They do this to allow for people who are using other methods of transportation between flights.
At United, you just have to burn a r/t award ticket. Your departure/return cities have to be the same.
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Ken in Sacramento