I thought this might be a problem, but I was only asked for a return ticket in one place - Hong Kong.
What if you planned to buy a train ticket to leave? I don't know about HK but in China it's a mess since it can only be done a few weeks before the travel date and might not even have been possible to do prior to entering the country.
There is no train that connects Japan to another country that I know of.
Thanks for the info. Very usefull since I was thinking of going to Japan and had this lingering in the back of my mind.
You can always, always fake one. And put it on your computer. And take your time showing it to them. They'll wave you through eventually.
That was on a flight from malaysia. When I entered HK from China and Macau, they didn't say anything.