Radar slant angle has been mentioned a couple of times (maybe more). I think the effect of slant angle may have a greater significance than many think. Quick recap: Radar slant angle refers to the fact that a primary radar measures the distance from the ground up to an airborne target, not the "map" distance. This means that a falling (or rapidly descending) target may appear to move toward the radar location.
To visualize this, I did a quick simulation of what happens if an aircraft goes ballistic (literally, i.e. a ballistic trajectory from stable flight after some instant event) from FL350, and how that will look on primary military surveillance radar from the Malaysian coast (not knowing exact radar locations, I had to do some guesswork)
The plot shows what happens to the aircraft crusing at FL350 heading 25 deg, ground speed 470 kts, and then some catastrophic event happening as it passes through the lower left corner. Assuming the drag does not increase (i.e. not significant breakup of the fuselage), the A/C initially continues at the same airspeed, but then picks up a downward component (ballistic trajectory).
On the radar, as the trajectory gets more and more vertical, this looks like the A/C is turning back (the dots are 6 seconds apart, consistent with a typical military search radar's rotation rate). The last 4 returns before the A/C goes below radar horizon appear to move in the opposite direction, consistent with a stable heading of ~220 (directly toward the radar site), albeit at a low speed.
All of this assumes, of course, that the radar has no accurate means of detecting altitude at this range. And what is a highly unusual manoeuver may well be seen as a sharp turn by radar operators.
Now for the speculation: This may have caused the Malaysians to start thinking the A/C turned around, which in turn may have led to some questions to the military about why an "incoming" target was not seen again on radar, face-saving cycle begins, etc...
Bottom line: I don't think the search between Malaysia and Vietnam should be given up just yet.