If your NCO tells you to buy your plane ticket for leave, but your leave got denied after you bought your ticket, what can you do?

Call the airline and explain it to them honestly. You may not get all of it back but it may be better than nothing. I don’t know if veteran organizations like the USO or American Red Cross can help but I’d give them a call if the airline won’t help. My service allows duty swap with others but leave maybe something entirely different. (Duty swap is when a buddy stands your duty and you stand his/her assigned duty at a later date. It’s usually used for members that need to attend a college class.) I’m not sure if that would work in the Army.

Not sure what angle you're taking on this. If you're wanting to keep the ticket and get your leave approved, you'll need to talk to your chain of command. If you're wanting money back for the ticket, well, that's between you and the airline and that depends on what they're willing to do. I'd definitely call them and play the military card. You never know, they may help you out.

Bad call by the NCO. Why was it denied? Ask him to go to bat for you, if you can't get a refund. If that doesn't work, see the Co on the Open Door Policy