Malaysia uses the same GSM system as here and they're masters of unblocking.
BUT - there's an unhealthy market in stolen phones, so check the packaging very carefully.
BUT - since the local market is more price sensitive, don't assume that the phone or box contents will be same spec as the equivalent here.
There's a lot of value to be had in cheap cases and headsets.
Note that you can only use a phone supplied by '3' on their network here, but your phone should be OK on other networks as long as it does not turn out to have been nicked and blacklisted.