What happens if you arrive in Malaysia with a one-way ticket but are asked for proof of onward travel?

As we know, most countries require that visitors have a return or onward ticket as a condition of entry.

But often, depending on where you're from and which country you're visiting, you won't be asked to show such ticket.

Now many backpackers like to travel without exact plans made in advance, including buying all one-way tickets when they are finished with one country and have decided where to go next.

But what happens when you're travelling this way and they actually do ask you for proof of return/onward passage?

• Are you sent back on the next plane at your own expense?
• Will you have some opportunity to buy a ticket at this time?
• Will this be unlikely to happen in the first place because the airport where you board will tell you whether you'll need a ticket?

To make it all specific, I'm asking about my friend travelling on an Iranian passport who wants to fly into Malaysia with a one way ticket and travel around Southeast Asia.

Personally I've never been asked to show this proof in an airport but I have at land borders after visa runs and in immigration offices when getting visa extensions. But a friend who travels on a British passport was asked for this proof when she flew into Malaysia about two years ago. Lucky for her it was a rare occasion where she actually did have a return ticket.

What will Malaysia do if you are asked to prove onward/return travel but only have a one-way ticket?

Update

I can't answer what Malaysia would do if they asked for such proof because when I arrived they did not ask.

However, when I was checking in for my flight at the Air Asia X desk in Sydney they did ask me. And they did accept my $10 e-ticket for the train to Singapore as proof.