Via the Return 1 or Return All buttons on each line item
Via selecting one or more line items and then clicking the Return Selected button
Via selecting one or more line items and then clicking the Bulk Actions button, selecting "Edit Selected Line Items", and then setting the Status to "Returned" in the modal.
Via opening a line item and changing the Status to "Returned"
Via opening the line item, clicking the Menu button and selecting "Return (Today)"
Via setting the order's Status to "Returned" (the sledgehammer option)