Is it legal to fly from one airport to another because the other airport has cheaper international flights?

Hello, the title is vague as I wasn't quite sure how to word it. My dilemma is that it's cheaper to fly from my city airport to another cities airport, but then grab my bags, and purchase separate tickets to my international destination. Doing this will save me about $600.. my question is the legality of it... show more Hello, the title is vague as I wasn't quite sure how to word it. My dilemma is that it's cheaper to fly from my city airport to another cities airport, but then grab my bags, and purchase separate tickets to my international destination. Doing this will save me about $600.. my question is the legality of it all?
Basically I would fly from Dallas to Miami, and Miami to South America (separate tickets). And then I would do the same from South America to Miami, and then separate tickets for Miami to Dallas. Has anybody done this to save money?
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