Generally speaking, you can't get past departure immigration without showing a boarding pass, so it's not as if lack of funds would be a reason for needing to not actually depart. I'm sure it varies by country, but I would suspect that in most countries that have departure immigration, the traveler does not have the option to voluntarily "undo" their departure, so if they want to change their mind, they would need to re-apply for admission. Depending on the country, your citizenship, and your type of visa, this may be as simple as another stamp in your passport, or it may be nearly impossible to complete at the airport if, say, you entered on a single-entry visa and new visas must be issued in your country of residence. Also, I'm sure that of all the countries that have departure immigration, there are at least some that would allow a traveler to voluntarily "undo" an immigration departure, either by formality of law or informality of airport procedure.

In either case, you'd probably also have to go through Customs inspection, as once you're past departure immigration, you're mingling with passenger on int'l-to-int'l connections that have not undergone Customs inspection, and you could have been handed something to take into the country. In fact, they're probably looking specifically for this case, as I'm sure it's been tried by smugglers before.