You can always end a trip before you use all the segments. In theory the airline could come after you for the fare difference, if any, but in practice it's unheard of. At one point they went after some travel agents who sold an unreasonably large number of discount round-trip tickets whose second halves went unused, but AFAIK they have never gone after an individual traveler for this.

If you skip a segment in the middle, the airline is likely to cancel all the remaining segments. If you want to do this, be sure to get their OK in advance, and hope they don't charge you an increased fare for an open-jaw routing. If they want to, there isn't much you can do about it.