Let's say you're transiting through London with checked bags. The airline refuses to short-check your luggage. You then proceed to miss the second flight, forcing them to take your bags off the airplane. The following questions arise:
Is it guaranteed that the airline won't fly your bags without yourself on the plane?
Can they legally force some sort of a financial penalty for skipping the second flight?
Is it generally legal (as in, not a crime) to do this?
Are other complications likely to arise, e.g. a long talk with the airport security to make sure you're not a terrorist who's got cold feet?