What I know, some will do like this:

Buyer pay the amount including the postage (US to Malaysia and local postage)
Agent will buy it and keep until certain time... normally end of the month. Most item sent to US address will be free shipping.
Agent will keep all item from a few buyer and by end of the month, agent will sent all item in one package to his/her house at Malaysia. This to cut shipping cost again.
Someone at Malaysia will sent to all buyer at Malaysia using local postage.

I have use this method to buy from Japan and US... all item receive.