How can I allocate memory and return it (via a pointer-parameter) to the calling function?

You want to use a pointer-to-pointer:

void someFunction (int **data) {
  *data = malloc (sizeof (int));
}

void useData (int *data) {
  printf ("%p", data);
}

int main () {
  int *data = NULL;

  someFunction (&data);

  useData (data);

  return 0;
}

Why? Well, you want to change your pointer data in the main function. In C, if you want to change something that's passed in as a parameter (and have that change show up in the caller's version), you have to pass in a pointer to whatever you want to change. In this case, that "something you want to change" is a pointer -- so to be able to change that pointer, you have to use a pointer-to-pointer...

Note that on top of your main problem, there was another bug in the code: sizeof(data) gives you the number of bytes required to store the pointer (4 bytes on a 32-bit OS or 8 bytes on a 64-bit OS), whereas you really want the number of bytes required to store what the pointer points to (an int, i.e. 4 bytes on most OSes). Because typically sizeof(int *)>=sizeof(int), this probably wouldn't have caused a problem, but it's something to be aware of. I've corrected this in the code above.

Here are some useful questions on pointers-to-pointers:

How do pointer to pointers work in C?

Uses for multiple levels of pointer dereferences?

A common pitfall especially if you moved form Java to C/C++

Remember when you passing a pointer, it's pass by value i.e the value of the pointer is copied. It's good for making changes to data pointed by the pointer but any changes to the pointer itself is just local since it a copy!!

The trick is to use pass the pointer by reference since you wanna change it i.e malloc it etc.

**pointer --> will scare a noobie C programmer ;)

You have to pass a pointer to the pointer if you want to modify the pointer.

ie. :

void someFunction (int **data) {
  *data = malloc (sizeof (int)*ARRAY_SIZE);
}

edit : Added ARRAY_SIZE, at some point you have to know how many integers you want to allocate.