How to drop the last segment properly
 

I need to drop the last segment of my itinerary and that's first time I am doing this, so not really sure how to do it correctly (in order not to get in trouble myself and do not create unneeded complications for the carrier).
I have two flights left from the ticket, and I could not check in online separately for the first one, no such option was offered. So currently I am checked in for both, while I will fly only the first of two.

What to do now?

1) Request to cancel my check-in for the second flight at the airport counter?
2) Inform the staff explicitly that I am not going to take last flight? Should I give a reason in such case?
3) Do nothing, pretending I just missed the last flight.

I fly on Jet Airways, if that is important.

Generally, I'd just no-show the 2nd segment.

Also, generally you can't short-check a bag for just the first segment. There are exceptions to this rule, and there are itineraries where you could check a bag and collect it after the 1st segment for a customs check. Mostly, segment-skippers have to go with a carry-on only.

If you post the routing people may be able to provide more specific advice.

1) No bag - do nothing, just skip it. Period
2) Checekd bag - try to get it short checked (unlikely unless long layover), otherwise SOL.

If you have checked baggage and they won't short check it, reschedule the last leg (the one you want to drop) for > 24 hours after the previous one. You need a stopover rather than a layover to get the bag back.

This is not universally true.
I routinely get short checked bags, on <24hr stops, as long as there is an overnight.
Changing from a layover to a stopover (less than 24 hours to more than 24hours) will most likely significantly raise your fare, though, in addition to any change fee.

(I've even gotten them on long same day (8+hour) stops, but that's probably been a favor for a frequent flyer.)

On Jet Airways?

No bags. Flying DEL–BKK–CGK according to itinerary, in fact just to BKK.

Thanks to everyone, apparently I just gotta go through immigration as soon as arrive to BKK and no-show to the last flight.

So long as you aren't flying back later, just be a no show.

Nope.
Is it a hard and fast rule on Jet?

They managed to delay the first flight in a way that connection won't physically be possible anyway LOL. Didn't care to look for ground-staff after, too tired after the flight. Perhaps will e-mail them and ask if they can offer to use the last segment later.

Just "miss" the second flight. No biggie, they will fill the seat with a standby.

But DON'T CHECK LUGGAGE!!

Don't do this on an outbound trip, only the homebound trip. They could cancel your entier itinerary, so skipping the very last segment is safest.


Lastly, don't make a habit of it. Airlines get wise to this if you do it regularly.

The correct answer is that there was no correct answer until OP provided the name of the carrier and the route. What may work on Carrier A for Route X, may not work elsewhere.

In OP's situation, he is entitled to a refund of the misconnecting segment. Just has to make the request.

Will try it, though won't really pursue if denied. Thanks.