In some cases, especially when making purchases from major chain store websites, you can make returns to a physical location, but this isn't very common. If you don't get a code number, the return will be shipped back to you, and you will have lost the cost of shipping. No matter what the business address, some returns go to a completely different address. Don't make a move until you're sure it's what the company wants you to do. Besides being a handy reference, the printout will serve to show the dates of your communications, which can be helpful in resolving a dispute.
Many sites have strict time limits on returns.
Before purchasing, ask how much time you have in which to make returns. Hopefully, if you realized you didn't need the item, or if the item was shipped in error, you didn't open the box or break the manufacturer's seal. This is particularly common for web-only businesses. You can, in most cases, expect to pay shipping charges on returns unless they were caused by an error on the seller's part. If you feel that your return has been delayed, contact the company by e-mail or fax.