'
t, i.e., a quote (apostrophe) character
followed by a target, for each entry that should be visited except
the last, `ordinary & final' entry:
typesets\xymatrix{ {\circ} \ar@{|-->} '[dr] ^a '[rr]+D*{\bullet} ^b [drrr] ^c & {\circ} & {\circ} & {\circ} \\ {\circ} & {\circ} & {\circ} & {\circ} }
As you see, labels are set separately on each segment.
Hint: `going under' an empty entry leaves a small gap at that location.