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I suspect there are other examples. Greyhound offers to take me from Gadsden, AL to the Atlanta airport for $21, changing buses after a 4:45 layover at the Atlanta bus station.

Or I could buy the ticket directly to the bus station for $22.

So I could save (a mere dollar) with the first ticket, and just not wait for the other bus.

Since Greyhound passengers often handle their own luggage, there would be no baggage complications like there is with air.

Any other unwanted consequences, threatened or that actually have happened? For only a dollar, I wouldn't bother, but maybe someday on some other trip it would be the cost of a meal.

In fact, ATL to FLL, one airport ticket that transfers at the bus station is fifteen dollars less than one from the bus station to FLL. So the answer might include consequences (canceled ticket?) for going directly to the bus station for the second bus (especially since Greyhound is terrible about missing connections due to delays).

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The exact terms and conditions will depend on the bus company's contract of carriage. Normally this would be the same as with most airlines: they agree to transport you between city A and city B and the details including routing of the service are not guaranteed. If you try hidden city ticketing it'd be at your own risk.

In practice you might be able to get away with hidden city ticketing as described in your example of Gadsden to Atlanta. Generally I'd expect using hidden city ticketing with buses would be more likely to work out than with flights - operational issues are less likely to reroute you far away from your route than with an airline network.

Other cases might be a bit riskier: Greyhound often adds extra "sections" = extra vehicles to a route and departure time when there is high demand, on some routes and schedules these are used daily. Say you buy a ticket from Minneapolis to Chicago intending to get off at the stop in Milwaukee: the schedule running from Minneapolis to Chicago via Milwaukee might be run by two buses, it's possible Greyhound would run one bus express bypassing the stop in Milwaukee and not have enough space for you in the original bus making all the stops.

See my answer regarding skipping a leg and trying to us your ticket on subsequent legs on Greyhound.

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