Formally, the documents you need to submit should establish that you fulfill four requirements:
(a) documents indicating the purpose of the journey;
(b) documents in relation to accommodation, or proof of sufficient means to cover his accommodation;
(c) documents indicating that the applicant possesses sufficient means of subsistence both for the duration of the intended stay and for the return to his country of origin or residence, or for the transit to a third country into which he is certain to be admitted, or that he is in a position to acquire such means lawfully, in accordance with Article 5(1)(c) and (3) of the Schengen Borders Code;
(d) information enabling an assessment of the applicant’s intention to leave the territory of the Member States before the expiry of the visa applied for.
There is a non-exhaustive list of potential supporting documents in an annex but no canonical list of things that should be included in each and every application (except proof of health insurance, which is covered by another article). For example, it says nowhere that a return ticket or even a booking or reservation is actually needed. Technically, having lots of money to buy one after entering the Schengen area is also sufficient.
But at the same time, it's up to you to convince the consulate of the credibility of your plan. Also, note that there is no separate “proof of transport” requirement, the documents requested by the consulate all relate to points (a)-(d) above. Thus a ticket out of the Schengen area or back to your home country helps with (c) and (d). But tickets within the Schengen area could help with (a), because pre-booking transfers is what tourists often do and it shows that you are committed to your itinerary.
At the same time, it's perfectly possible to get a visa without that and the consulate will understand the constraints. Feel free to mention all this in your itinerary as well.