A one-way ticket is often (usually, I think) more expensive than half a return ticket would be.

As noted above, lots of countries require visitors to have evidence of onward travel arrangements, which doesn't usually have to be by the same means that you arrived. So it could be, for example, in on plane, out on a ship, or in on a plane to one city, out on a plane from another, and so on. The Schengen zone counts as one immigration jurisdiction for these purposes.