I don't travel very much so this may be a stupid question to most of you. I am flying from Baltimore to Palm Springs, with a stop in Phoenix. I would like to get off in Phoenix and spend a couple of nights in the Grand Canyon, then drive to Palm Springs, and fly home from Palm Springs one week later.
Questions - Can I disembark in Phoenix and get my luggage? Can I embark on my return trip in Palm Springs? If not, would this work with carry-on luggage? Thanks.

You need to speak with airline in question. Some airlines have a policy that if you get off in layover remainder of the ticket is cancelled. This is how they get you on a lay over charge. I should think that with 9/11 airlines are extra cautious with comings and goings of patrons.

If you're planning a few DAYS in Phoenix, it wouldn't be considered a "layover" and your luggage wouldn't continue anyway. You will probable pay more to stop in Phoenix for a few days, even if the normal route would call for a stop in Phoenix. If your checking prices at internet sites, look for the MULTI trip option.

Sorry, just re-read your question.
What you're looking for is an "open-jaw" flight. This is not necessarily more expensive. You still need the multi option on sites like travelocity or orbitz.

OK, guess I'm not thinking today...

You already HAVE the ticket, don't you, and my advise is useless...

Liz,

Useless ...but still accurate.

No, I have not purchased my tickets yet.

You could do the open jaw -- fly into Phoenix and drive to Palm Springs and then fly home from Palm Springs. But, you need to keep the cost of the rental car in consideration. You will probably have to pay a drop fee for a one way rental from Phoenix to Palm Springs.

Another suggestion would be to fly round trip Baltimore to Phoenix. Rent a car in Phoenix and drive up to Palm Springs and drive back to Phoenix. The drive isn't that long and you may save some money. This suggestion won't be too practical if you aren't planning on getting a car in Palm Springs.

Check out both ways to see what the most cost effective way is.

To answer your original question - if you are booked through to Palm Springs and check bags you will NOT be allowed to collect the bags in Phoenix. Bags are checked to your final destination. If you have no checked bags and just get off the plane in Phoenix you may well get away with it, but risk having your return cancelled if the airline notices.
The open jaw option - fly into Phoenix and out of Palm Springs - is a good suggestion if the price is not exorbitant. Very often it is not, and less than the cost (time and money) of renting a car and driving.

I don't fly them but isn't AmericaWest based in Phoenix? Seems to me sometimes in the past they have had fares that allowed a layover in Phoenix.