I think that the file you used as input is not complete. Could you try to download again?

Otherwise, you can download asia.pbf, cut out the required region, and then split with splitter and create with mkgmap.
For cutting Thailand (with most of Laos and Cambodia), I use e.g.
“C:\Program Files (x86)\OpenStreetMap\osmosis-0.40.1\bin\Osmosis.bat” --read-pbf file=E:\Maps\Raw\asia_20120326.osm.pbf --bounding-box top=21 left=97 bottom=5 right=106 --write-pbf E:\Maps\Raw\Thailand_20120326.osm.pbf
Increase “top” and “right” a little to get also Laos and Cambodia complete.
Present versions of splitter and mkgmap can use pbf files.