If you're interested in oneworld only, your options are a little limited. The only current oneworld carrier that flies to Dhaka is DragonAir, a Cathay Pacific subsidiary. You can get to Hong Kong through a variety of oneworld carriers from the US. Kingfisher will soon be a oneworld member, but they only currently fly to CCU (Calcutta/Kolkata) from Dhaka. If you want to get "close" to Dhaka on other oneworld carriers, you can get to CCU on AA (AA metal to DEL, codeshare to CCU), from where you can either fly another airline or go overland.

If you don't feel like restricting yourself to oneworld, there are a few other one-stop options:
Transatlantic: Emirates, Etihad, Saudi and Qatar all fly through their respective hubs from select US cities.
Transpacific: Thai flies from LAX via Bangkok.

Hope that helps!