This varies. There are many different versions of the OW rules, even if we limit the list to those in the English language. Some (including those in AA's elite brochures, downloadable from aa.com) simply say that you must have a oneWorld departure on that day, without saying that it must leave from the airport at which you want to use a lounge. Under those versions, as long as you departed on the same day that you arrived, you ought to be able to get in. I have used a lounge on that basis more than once. Others have reported different experiences.

(There may be airport regulations that prohibit arriving passengers from using a "departure" lounge, as at LHR, or separation of inbound and outbound passengers that makes it physically impossible. Either makes oneWorld rules irrelevant.)