What happens if I miss my connecting flight?
I  am flying back from Norway to Phoenix in 3 weeks but there is a  connecting flight in Newark. Instead of going back to PHX, I'd rather  get off during the 5 hour layover in EWR and stay there for a few days. I  would make arrangements to get back to PHX on my own, but since I have  checked bags, would they go straight to PHX even with that long of a  layover and would I be charged anything extra? I'm flying Continental  btw. Help! 
Air Travel - 5 Answers
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1 :
Immediately  contact reservations 800.523.FARE (800.523.3273) A $20 fee applies to  tickets purchased by telephone or at a ticket office.
2 :
Well  these days they will not put your bags on a flight if you don't get  aboard (or they will take them off).  So your bags will not go on to Phx.  You should contact the airline and see what is happening with your bags.  Normally with an international flight, and if you go through customs,  you will have to collect your bags.  Otherwise you will have to change your flight plans so you can collect  your bags.
3 :
If you have a through ticket you bags will end up at your final destination.
4 :
Your  baggage is likely to go all the way to PHX, unless you intervene and  change your booking, you could either cancel your onward journey from  EWR to PHX, or ask for an extension to the travel date, either could  come with a charge, the 1st because your complete trip would be cheaper  than stopping at EWR (crazy I know but possible), or 2nd a later date to  PHX, could be more expensive than your original booking, and you would  also get a change fee too.
5 :
Since Continental is in Star Alliance, they will probaly put you on another flight in that alliance to your destination.
