If your flight has a connect flight in another state can you get off and leave from that state or have to fly?

Heres my example. I want to fly from dallas tx to atlanta ga. My flight leaves dallas and goes to charlotte north carolina and i change planes there and then fly to atlanta ga. Im going to upstate sc so can i just get off in charlotte and can they give me my luggage and let me just leave from there so my family can pick me up at charlotte airport or do i have to get on the 2nd plane and fly to atlanta georgia. I will have 2 carry ons and one checked in bag. so i wander if they will off load my checked in luggage and let me get off in charlotte. (its alot cheaper to fly to atl ga then directly to charlotte? go figure)