I've never been asked at the border, but some airlines require proof of onward travel with a one way ticket. The last flight I had from the US was with Delta/Korean Air. They asked for proof of onward travel. I had bought a cheap ticket to Cambodia just in case they asked so I showed them that.
I have been wondering about this when I come to apply for my marriage visa next year. Can onward travel be any place outside the country and not a return ticket to the country of origin? For instance a ticket out of Thailand to Siam Reap, Singapore, or other nearby location. Even if I didn't make the trip I would not be out very much money compared to a return ticket to the US. It may be dependent on the airline though.