Skipping out on the last segment is a very bad idea if you have checked luggage. The flight could be delayed while your luggage is removed. Doug would be very unhappy with you, even though it's what the customer wants.

If you don't have any luggage checked and skip the last segment just this one time, technically you're not supposed to but I doubt NW would do anything. You pays your money and you takes your chances.

A few years ago Delta's infamous RPU (Revenue Protection Unit) was known to recalculate fares & charge credit cards for one-way fares in similar circumstances.