How soon can I start my turn after reaching the missed approach point, when missed approach procedure calls for a climbing turn? If the missed approach procedure only calls for a climbing right hand turn, at what altitude after reaching the missed approach point (MAP) can I initiate the turn on a precision approach that takes me down to 200 AGL. 

Some missed approach procedures say, for example, climb straight ahead to 1000 then climbing right turn to 3000, but some just say climbing right turn to 3000. 

Is it documented anywhere that in this situation you can immediately start your climbing turn from the DH (or MDA on non-precision approach)?
Based on your question and the circumstances you indicate:

On an approach that takes you down to 200' HAT (height above touchdown) and specifies a climbing turn without a "climb straight ahead to [some altitude] then climbing right turn," you should climb to 400 feet AGL and then start your right climbing turn along the missed approach course track.

From FAA Order 8260.3C, Section 2-8 Missed Approach, paragraph 2-8-6 [pertinent portion]:


  "2-8-6. Turning Missed Approach Area. If a turn of more than 15 degrees from the FAC is required, a turning or combination straight
  and turning missed approach area must be constructed.
  
  Note: If the HAT or HAA value associated with the DA/MDA is less than 400 feet, construct a combination straight and turning missed
  approach (see paragraph 2-8-8) to accommodate climb to 400 feet above
  TDZE/airport elevation prior to turn."


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