Getting off on connection to save miles, but what about bags?

Hey all,

I'm currently in Buenos Aires, I am heading to NYC and want to use my miles. Here's the scenario.

BA to NYC Direct = 30k miles + taxes

I then looked up a flight from Buenos Aires to Caracas on the same day and the result was:

BA to NYC to Caracas = 20k miles + taxes.

The flight to NYC would be the same one as the first scenario. If I book the second flight in order to save my 10k miles and then get off in NYC, would i be able to get my checked bags at all? What is the protocol for this? Is this too risky since I might have my bags sent out to Caracas without me?

Thanks in advance