Am I allowed to get off in the country where my layover flight is?

I am Traveling to Germany from the US this summer and flying into Luxembourg because it was a lot cheaper. My flight has a layover in Frankfurt and I was thinking of just getting off there and skipping the final flight into Luxembourg. Am I allowed to do this?

I have a US passport, and will only have a carry on.

Have you got a return ticket with the same airline?

if you leave the flight without telling the airline they might put you on a blacklist - means they will deny you service the next time you want to fly with them ( = your trip back to the US) - besides that it will be pretty inconsiderate regrding the other passengers as they have to wait till they called you out a couple times...

If it's a one-way ticket, then no problem (though the airline reserves the right to charge you for the full one-way fare to Frankfurt, in practice this never seems to happen). But if you have a return flight booked with them between US and Luxembourg via Germany, you must complete every stage of your outbound flight in chronologocal order, or they can, and will, cancel all your remaining reservations. To stop them doing, you have to get in touch as soon as you land in Frankfurt and give a plausible explanation why you cannot fly on to LUX.

I see here a totally different problem. If this is a connecting flight they will transfer your luggage automatically in Frankfurt on the plane to Luxembourg.
Don't think it's easy or even practical to stop this process and get your luggage already in Frankfurt. Basically they would have to sent someone in person to fetch your luggage manually out of the container routed for the plane to Luxembourg.

Abalada, you're right, of course (as always), but the OP just has "carry on". In other words, no hold luggage, just hand luggage.

Even if he had hold luggage, he could ask it to be tagged only as far as FRA. Many people do that, and there is no problem.
The OP's problem isn't about luggage, but about breaking one of the conditions of travel, that of not completing every stage of an outward flight. OP said he bought a flight to Luxembourg because it was cheaper than a straight US to Frankfurt flight. Often a ticket from an airport (A) via a hub (B) to a destination in a third country (C) is cheaper than a straight A to B ticket, because the airline wants you to travel with them to get to C (rather than your booking with a competitor flying non-stop from A to C). For example, Lufthansa may offer a cheaper fare travelling between New York and London via Frankfurt than BA flying from JFK to LHR non-stop. And the Lufthansa fare is likely to be lower than straight JFK to FRA flight. I don't think there is a non-stop flight between US and LUX, but LH are in competition with a number of other carriers for that sector (AF, KLM, BA etc and US carriers using codeshare).
What OP is proposing is known as 'hidden city fare', in this case Luxembourg being the hidden city (or destination). It's hiden because it's only on the ticket in order to secure a cheaper fare to Frankfurt and the OP has no intention to travel to Luxembourg. Airlines have argued that hidden city fare violates their ticketing conditions. You will be caught out if you do it on a return ticket, but it will be difficult to see how the airline can catch you out on two, unrelated one-way fares (but such tickets would normally be very expensive, and in any case you cannot board your return flight at FRA if you haven't travelled from LUX - the airline computer will flag you up as no show for the LUX to FRA sector).

I say: just ask your airline. I once had a flight going from Southern Italy to Rome and then back home. My travelplans changed and I wanted to skip the first part and just fly out from Rome. Called the airline - no problem. Slightly different in your case, but I would still call and just ask.
It really would be very inconsiderate regarding the other passengers if the plane had to wait for you.

#7
The difference between your case and OP's is that while your missing the first sector was a genuine change of plan, in the OP's case it's a deliberate ploy to get a cheaper fare. The airline may not be so understanding! Also missing the first segment in the same country is different from an international sector.

since about 1 year there has been an official rule from EU that it IS allowed now and that the airline cannot hit you with charging extra (it has happened in the past, yes), but the only airline offering this route must be LH, and theyre as good as strict-German. I still would not risk it.

Lufthansa's terms & conditions still state that they do not allow such behaviour (despite local court decisions against Lufthansa on this issue - so much for the law-abiding German company...).

However, it would take a lawyer to figure out if these are applicable precedents as OP will have bought his ticket in the US. The recent EU legislation does NOT cover this case.

If you are lucky and your transfer time is short enough you might miss the connection...