In this instance you could in theory purchase a Wigan to Hindley off-peak day return and excess it to a Wigan to Manchester CTLZ evening return. However, if you want the next station that obviously doesn't work as there isn't a cheaper option available on the ticket machine. Also, I'm not sure what the staff response would be if you showed a Hindley ticket after the train has left Hindley.
I see a disconnect between two parts of the National Rail Conditions of Carriage:
NRCOC 3. Where the full range of tickets is not available
If you cannot buy an appropriate ticket for the journey you want to make because the range of tickets that is available at the station from which you intend to start your journey is restricted, you must buy a ticket or Permit to Travel before you travel that entitles you to make at least part of the journey. Then you must, as soon as is reasonably practicable, buy an appropriate ticket to complete your journey. In these circumstances, you only need to pay the fare that you would have paid if you had bought a ticket immediately before your journey. The price you will have to pay will be reduced by the amount paid for the ticket or Permit to Travel.
NRCOC 18. If you travel further than a ticket allows
If you travel beyond the destination shown on the ticket, you will be treated as having joined the train without a ticket for that additional part of your journey. The relevant parts of Condition 2 or 4 will apply for that additional part of your journey.
Any comments anyone? Just to add that (in my opinion) NRCOC 3 only applies where a partial range is available, not no range at all (NRCOC 2 caters for this).