I have shelves and shelves of games. Some are total crap. Some games I haven't even opened. The only games I remember returning in recent history are:
Velvet Assassin: it was broken and glitchy.
Killzone 3: it was just so generic and it still held its resale value
Super Smash Bros for WiiU: Didn't really want it. Just wasn't my style of game. (I returned SSB Melee, too. I kept Brawl because of its awesome co op mode).
Used Killzone to get $30 credit on Red Dead Redemption (which was only $30 so....SCORE!)
Used SSB to preorder Until Dawn and Gears Ultimate Edition. Also SCORE!