Is it possible to do something like that?
Yes, e.g. https://www.hertz.com/:
Is there anything I should be aware of?
The drop fee. https://www.enterprise.com/en/help/faqs/car-rental-drop-charge.html:
A drop charge is a fee for picking up a rental car at one location and returning it to a different location. The rental car drop fee varies depending on location and ...
FYI: Can I still rent a car through Hertz that filed for bankruptcy?
Note I didn't try to minimize the price. Other car rentals companies might be cheaper.