It can be tricky to get a refund without a receipt, but it's not impossible. It depends on the store policy and the item you're trying to return. A strong reason for requesting a refund is always helpful.
If you're within the store's return policy timeframe and you have the original form of payment, most stores will refund you without a receipt. If you don't have the original form of payment or you're outside the return policy timeframe, some stores may still give you a store credit.