't, i.e., a quote (apostrophe) character
followed by a target, for each entry that should be visited except
the last, `ordinary & final' entry:
\xymatrix{
{\circ}
\ar@{|-->} '[dr] ^a
'[rr]+D*{\bullet} ^b
[drrr] ^c
& {\circ} & {\circ} & {\circ} \\
{\circ} & {\circ} & {\circ} & {\circ} }
typesets

As you see, labels are set separately on each segment.

Hint: `going under' an empty entry leaves a small gap at that location.