From what I've heard, and I've never done it myself, the airline won't care. However, don't ever try this in reverse. Say your in Atlantic City, and see a good deal for a round trip from Orlando to AC and then back, don't book it, and then just show up for the return flight... they won't let you board.
Added some info. Most airlines have wording that prohibits what you're planning. They call it "Throwaway Ticketing". They say they can assess reasonable costs, and deny frequent flier miles and all that. Like I said, I've known several people do this recently - my brother early last year - and nothing has happened. It's up to you