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- New Delhi, India
They did come back according to legends. One was Satyavan whom his wife Savitri brought back by playing a trick. Savitri prayed to Yama, and the Lord of Death appeared and as is usual blessed Savitri to have many sons. But Savitri said 'you have taken away my husband. How will I have many sons." Yama had to return Satyavan to life.There are some religious books that say that somebody went to heaven but in human history, nobody came back physically. And nobody saw them.
In another case, Sage Vājashravas committed his son to Yama, the Lord of Death ecause of his persistant questioning.
"So Nachiketa went to Yamaraja's home, but Yama was out, and he waited three days without any food or water. When Yama returned, he was sorry to see that a Brahmin guest had been waiting so long without food and water. In Indian culture guests are believed to be equal to god and causing trouble to god is a great sin. To compensate for his mistake, Yama told Nachiketa, "You have waited in my house for three days without hospitality, therefore ask three boons from me". Nachiketa first asked for peace for his father and himself, when he returned to his father. Yama agreed. Next, Nachiketa wished to learn the sacred fire sacrifice, which also Yama elaborated. For his third boon, Nachiketa wanted to learn the mystery of what comes after the death of the body.Yama was reluctant on this question. He said that this had been a mystery even to the gods. He asked Nachiketa to ask for some other boon and offered many material gains.
But Nachiketa replied that material things will last only ephemerally and would not confer immortality. So, no other boon would do. Yama was secretly pleased with this disciple and elaborated on the nature of the true Self, which persists beyond the death of the body. The key of the realization is that this Self is inseparable from Brahman, the supreme spirit, the vital force in the universe. Yama's explanation is a succinct explication of Hindu metaphysics, .." https://en.wikipedia.org/wiki/Nachiketa#Katha_Upanishad:_Nachiketa_and_Yama