Will they stop me at departure in Malaysia, or at the US airport? I'm seeking asylum.
You will almost definitely be asked to demonstrate your right to enter your final destination before boarding at the departure airport. Your right to transit at any layover point should also be checked. All this because international agreements force airlines to carry people who are denied entry back to their origin point at their own cost. Additionally, in some countries, the airline can also be fined (I have heard about EUR 2000 per person or so) for failing to check visas properly. All this is designed precisely to minimize the number of people showing up at the destination airport and trying to apply for asylum, at which point they should at least be detained and given an opportunity to argue their case.
The airline will not let you check in and/or board the plane without necessary documents to enter the destination country and to transit any transit countries. This is because if an airline takes you there, and the country denies you entry, the airline is liable for the cost of carrying you back. So to protect themselves they make doubly sure that you have a visa or other suitable document if required in your situation (to the point that they sometimes wrongly deny boarding to people who have acceptable but obscure documentation).
Also, some countries prevent you from leaving in exit checks if you don't have a visa to the destination country. Not all countries do this; I am not sure about Malaysia.