Upvote:-2
As @littleadv points out, your question might have been answered elsewhere.
However, your deduction is sound. If you don't check in luggage, there are no real repercussions. You could be kind and cancel the second leg after you've arrived in ZUR, to avoid other travelers having to wait for someone who won't show up. :)
Upvote:6
Are you a Russian citizen, or have a Russian Visa? If not, do not even attempt to do this.
When checking in for your initial flight the airport will most likely check that you are have the relevant paperwork to enter the countries on your trip. In this case, that will include checking that you have a visa to enter Russia, and/or an onward ticket from Russia within a short period of time (if you are just transiting).
Presuming you don't have either of these, you will most likely not be allowed board even your first flight to Zurich.
"Hidden-city" ticketing as this is called can save money, but is frequently risky, especially for International trips. In this case, it's not worth the risk that you will not be allowed to fly at all.