MainHx.hx:

class MainHx {
  static function main() { throw "hello world!"; }
}

haxe -main MainHx -swf hx.swc

Main.as:

package {
  import flash.display.Sprite;
  public class Main extends Sprite {
    MainHx.main();
  }
}

mxmlc Main.as --include-libraries hx.swc --static-link-runtime-shared-libraries

debugflashplayer Main.swf

An ActionScript error has occurred:
hello world!
	at MainHx$/main()
	at Main()