Right... this question and its answers has been bothering me for a long, long time.
It's actually more likely that the first linked shot ("Mallory", back-3/4-lit by a setting sun on the beach) was done in-camera with a D40 (or one of its 6 megapixel Nikon stablemates, the D100, D70 or D50) than with another DSLR. And you don't need anything special, lighting-wise, to do it either; a single manual off-camera speedlight, even a modestly-powered one, will do the trick. If the commenters don't believe it, it's either because they've never tried it with their own D40/D50/D70/D100, or because they're assuming that the limitations of their own camera's flash system also apply to the D40. And at a focal length of 18mm and an aperture of f/5.6, there's no reason at all to think that this wasn't done with a kit lens (Nikon's pre-VR wasn't half bad at all when closed down a touch, and the barrel distortion will not be too apparent with the horizon centred).
The secret is that the D40 (along with the D50, D70 and D100) uses a hybrid mechanical/electronic shutter. There is a focal plane shutter, but it's slow (even on the fastest of these cameras, it never goes above 1/250 of a second). Faster shutter speeds use a global electronic shutter on the sensor, which means that you don't have to worry about when the second shutter curtain starts to close. (If we're all very good, maybe Santa will one day bring a system like this back and put it on all digital cameras. There is no good reason why we should still be worrying about shutter curtain travel and sync speeds on digital cameras in this day and age.)
Getting a reasonable flash exposure, even with a large umbrella or a softbox, with a speedlight at f/5.6 and ISO 200 (the D40's minimum) is no big deal. Anybody who owns a speedlight and isn't suffering from a severe bokeh addiction has probably done it at least once. At the distance likely for this shot, it's probably 1/4 power or less on most manual speedlights. Forget about this being outdoors and the ambient light and all of that, it's just the basic flash exposure on the subject that we're concerned with here, and that's not even close to difficult to do with inexpensive equipment.
Getting an into-the-sun shot of the beach at that time of day at f/5.6 is no big deal either. Sure, the sun will be blown out completely, and the sky and reflections on the water will be pretty well washed out (if you're going for the sun-drenched look rather than something sunset-y). All you need is a high-enough shutter speed, and 1/640 of a second will do quite nicely at that time of the day. Of course, your model will be a black silhouette on the shadow side, but that's the price you pay for shooting into the sun, isn't it?
With a typical focal plane shutter, you would need to either shoot at or below your camera's X-sync speed (somewhere between 1/160 and 1/250), or rely on high speed sync. With high speed sync, you lose a lot of effective flash power, and may need multiple flashes to do the job. With lower shutter speeds, you would need to use a neutral density filter (or a very small aperture) to bring the ambient exposure down, and then use much higher flash power to compensate for the ND filter. Thus Clara Onager's comment that you'd need serious light to do the job.
An electronic shutter (or a leaf shutter) means that you don't need to choose between a good flash exposure at f/5.6 and a good beach exposure at f/5.6 using a naked lens. Provided that you're not using an iTTL-compatible connection (which Nikon artificially limits to 1/500 on these cameras), you can sync at any speed—with the caveat that your shutter speed is at least as long as your flash duration, so full power is unlikely to be available at speeds over 1/1000, and that whatever you are using for a trigger (sync cord or wireless trigger—it has to be something that works from the hot shoe or PC terminal) can work at your shutter speed. (Some radio trigger systems have enough delay that you can't use them at higher shutter speeds.) As long as you're getting the full output of the flash, shutter speed doesn't matter; and if shutter speed doesn't matter, you're free to set it high enough to control the ambient exposure. And because you don't need to battle the ambient to get the flash (shadow) exposure right, the flash will add very little to anything that isn't in shadow (and if you look closely, there is a pool of lighter sand—about a third to a half stop up—around the model and some shadowing visible on the directly sunlit sand to the right of her left leg).
There's no need to composite the shot, and no whoppers need be told. (Like any photograph, it will look better if it's well-edited, but it wouldn't require any Photoshop heroics to get to this point. And one could, I suppose, resort to the admittedly radical solutions we used in the film era, like worrying about getting the makeup and hair, etc., right before pressing the shutter button. There was no healing brush or clone stamp tool on transparency film.)
So what we have here is a shot that would be easy to do with a $40K Hasselblad and $10K worth of Broncolor strobes and accessories... or with a D40, a Yongnuo YN460 speedlight, a no-name stand (or a voice-activated stand with a name, like "Ralph" or "Susan"), a sync cord and a brolly.¹ The fact that it would be harder and more expensive to do with a D810 and SB910s or a 5DIII and 600EX-RTs doesn't play into it at all.
If you were to see these pictures printed at 16" x 20" or so (or saw the 6MP images at 1:1 on your screen) the serious shortcomings of the D40's sensor would show through—but it's the same sensor with the same shortcomings as that used in the "enthusiast" D70 and the "pro" D100. For smaller prints, canvas, billboards or display cards meant for more distant viewing, or for the web, it was good enough to let a lot of seriously good photographers make a seriously good living.
Yes, there are a couple of shots that are necessarily composites (or involved breaking the law or an enormous budget for the shoot, one that would make the D40 a very strange choice of weapon). But there are some that could easily be straight out of camera with the right pre-production (casting, hair and makeup, etc.).
¹ I have no idea what equipment other than the D40 was actually used for the shot. It could have been expensive lighting and grip gear, for all I know. But you don't need more than an adjustable speedlight, a way to trigger it at your selected shutter speed, and maybe some way to hold and soften it.