You CAN get a VOA.

You can also apply for an e-visa which will almost certainly be issued instantly. eg, you could do this before departure from KUL if you found that the airline wasn't going to check your bags all the way through.

The e-visa has the advantage of being slightly cheaper (US$20 v's US$30 for VOA), but if you do apply last-minute be sure to have a copy of the visa available when you go through immigration as there seems to be a delay before they can see as having been issued on their computers.

Last year there was a period where US citizens couldn't get evisas/VOA, but this ended ~6 months ago. If you want to confirm that, go to the evisa website and select US citizen - the fact it allows you to get past the first page means that it's allowed.

Having said all that, as others have said, TK will have no issues checking your bags all the way through, and will almost certainly do it even without asking.