If I got a flight from Oslo to London to USA return it's much much cheaper than London direct to USA. My question is, can I skip the Oslo to London part and visa versa and does that create any issues? Eg baggage

No, you cannot do that on the outbound. If you do, the rest of the itinerary will be unilaterally cancelled. On the return, you may get an agent willing to short-check your bag to LHR, but you might not. If you don't, you'll have to fly back to OSL. Search Ex-EU on FT and you'll see a million threads about this.

This is called "hidden city ticketing." A search of FT will turn up many threads on this topic.

The short answer: No, you can't. If you don't board the first leg of your trip, the airline computers will cancel all the remaining legs. You can skip the last leg if you don't have any checked bags*, but if you make a habit of it the airline will catch on and clamp down on you.

Another concern, if you want to get off in - say - London on your return, is that your airline didn't agree to take you to London. They agreed to take you to Oslo. If anything goes wrong with the airplane that was to take you to London, they're within their rights to put you on a non-stop to Oslo or on any other flights that get you there.

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*Or if you convince the check-in agent to tag your bags only as far as your connection point, but that is difficult precisely because they don't want people to do this.

You're trying to fly London-USA for the (cheaper) price of Oslo-USA. The airlines, and the UK government which charges the departure tax that helps make travel from London more expensive, know what you're thinking and they are way ahead of you. You can't do it. Skip any segment and the rest of your trip is cancelled.

A very valid point, which people often forget. Whilst there is little chance of being put on a direct USA-OSL routing (because few of these exist), you might get put on a USA-CDG-OSL flight, which would be a real pain.

Please follow this discussion to TravelBuzz.

~beckoa, co-moderator Information Desk

There is endless discussion of this very point in the BA Forum - just search ex-EU. Broadly, you cannot skip the first flight under any circumstances at all. But you can skip the last flight. Your luggage will be checked through to OSL, so either you need to overnight on the return at LHR (when they will allow you to pick up your luggage for the overnight), book the LON-OSL flight out of LCY or LGW if such flights exist, so that you are forced to pick up your luggage, or go Hand Baggage Only and simply walk out of the airport.

Presuming this is on BA, there's pretty will zero chance you will be routed through an airport other than LHR without you being able to prevent it.