This question already has an answer here:
Round trip tickets seem much cheaper than setting up multicity one way in and one way out from a different city... It is looking like it is cheaper to buy round trip tickets going to/from my final exit city, then bail out onto another plane on the layover in the same country, much closer to the first city I want to go to, then end up in my exit city, taking the exit flight out. Has anyone done this before? Would having a flight arranged in the layover city attract any unwanted attention?
I want to enter Beijing and leave out of Hong Kong. It looks cheaper to round trip it to Hong Kong and bail out in Shanghai on the layover.
Both tickets would be used, this is not a duplicate as suggested. I just didn't want to finish the entire first leg of the journey. Since the return flight would be canceled as in the answer I guess it won't work.