At DFW when flying into India (DEL) to connect to a flight to Nepal (KTM), because I did NOT have an Indian VISA.
It took a while for AA ticket counter agents to realize that I did NOT need a VISA since I was going on the first available flight out of Delhi to KTM, and was not planning on leaving the airport. (This was the requirement as of April 2008.)
Eventually they figured it out, but I did have to show them my onward travel documentation, as I expected.