Q: Consequences of aborting the last leg of trip
 

I have discovered that I can buy a cheaper ticket to a destination (B) beyond my desired destination (A). The journey requires a change of planes at destination A, before going to B. If I took carry-on luggage only, would there be a bad consequence of just getting off a destination A? The return trip leaves from destination A.

If you want to use the return portion of your trip, your plan will generally not work.

They'll most probably cancel the return trip entirely and you'll have to basically buy a new ticket back.

It won't work...
 

If you get off at destination A, and do not continue to destination B, the airline will automatically cancel your ticket for the 2nd leg on the outbound and all legs on the return.

Trying to check in half way through the return sector at destination A, they certainly wouldn't accept you.

If you are very price sensitive you could always buy a return ticket from destination B back to destination A and back to destination B again. Sounds silly, but frequently the cost of a flight to BWI for example is cheaper from AMS via LHR on BA, than LHR-BWI direct on the same flight. So cheap infact that you can buy tickets from LHR-AMS-LHR to connect to the first and last flights and still be better off than flying LHR-BWI-LHR direct. Its a hell of a lot of effort to do that though!

AF

not as easy as I thought
 

I checked with the airline and you are correct. As someone said, this game isn't as fun as it use to be.

Book 2 one way trips and than you shouldn't have a problem.

Yes; but often, depending on the market, it is more expensive to buy 2 one-way tickets than even two roundtrip tickets and doing throwaway ticketing on each of them. There are, of course, plenty of exceptions -- but more outside of the US than inside unless going to the LCCs.