Angel: Parodied when Angel drags Lorne kicking and screaming to Pylea. Learns nothing, accomplishes nothing, goes back home. The end.
Lorne: "I had to come back here to find out I didn't have to come back here. I don't belong here, I hate it here! You know where I belong? L.A. You know why? Nobody belongs there. It's the perfect place for guys like us."
Well, he did get closure. That's something, at least.
In the episode "No Surrender, No Retreat", Mr. Garibaldi leaves the station knowing that with what he's a bout to do, he most likely will not be able to return.
At the end of the final season, G'Kar finds he is unable to go home to Narn and cannot stay on the station because of his devout followers and so resolves to fly off into space. He takes Lyta Alexander with him, who notes that he has to leave because everyone wants him, while she has to leave because no one wants her. Her powers have grown to the point that she's considered a threat by just about everyone.
The writers combined this with a Doomed Hometown to form the series premise. In addition, the fifth episode of the re-imagining's first season is called "You Can't Go Home Again", and involves Kara Thrace attempting to escape a barren planet to return to the Galactica, which (surprise, surprise) she does manage to do at the end, by using a crashed Cylon fighter to get off the planet.
Oddly enough, throughout the first and second seasons of the new Battlestar Galactica, numerous characters did go back home. Most notable case was Kara Thrace who literally returned to her (mostly undamaged) flat in Delphi.
Breaking Bad: Walter White is forced to go into hiding after his family leaves him and the police are after him for being a drug kingpin.
In the revival series, The Doctor is unable to return to his home world of Gallifrey, as in the backstory he wound up destroying it to end the Last Great Time War. As of the 50th anniversary special "The Day of the Doctor", he actually saves his homeworld by sending it into a pocket universe instead — but he has no idea where it now is. In the Series 9 finale (two years later in real-world terms) he finally gets to Gallifrey — but the homecoming is tragic.
In the old series, where the Doctor couldn't reliably control the TARDIS, most of his companions couldn't go home until it randomly ended up back in their home place and time again. Most of them didn't mind so much, but there were a couple of plot arcs in which the Doctor was actively trying to get a character home, invariably without success; variations included "exactly the right place, but three centuries early" ("The Visitation"), "exactly the right time, but several light-years away" ("Four to Doomsday"), "the right place and the right time, but due to a technical fault we're all only an inch tall" ("Planet of Giants"), and "the right place and time, but the wrong universe" ("Full Circle"), not to mention the ever-popular "despite the Doctor's confidence that he's succeeded at last, both the wrong place and the wrong time" ("The Reign of Terror", passim).
However, the only companion who could truly never go home again was Nyssa, whose home planet was destroyed as a result of one of the Master's schemes.
Also in the old series, the Doctor couldn't return to Gallifrey because interfering in the histories of other planets was considered a heinous crime. When he was forced to reveal his location to them ("The War Games"), the Time Lords captured, tried and exiled him.
Farscape: John Crichton. Eventually he does make his way home, but he can't stay because he's changed too much... among other things, he's killed, a lot. While he's there, though, an assassin tortures and kills his best friends, and wrecks his family's house. On Christmas. Later, after he leaves, he's forced to close the wormhole for good, to protect Earth from the Scarrans.
Firefly: Neither River nor Simon Tam can return to their home on Osiris, because doing so would get Simon arrested and River sent back to the Academy. On a more blunt note, Malcolm Reynolds can't go back to his home on Shadow because the Alliance virtually destroyed the planet during the Unification War, rendering it uninhabitable.
Almost everyone who's left Winterfell has never returned home to it (Ser Rodrik Cassel being the only notable exception). And they may never now that it has been burned down. Then again, Winterfell is thousands of years old and made of stone; it's repairable and is being repaired by the Boltons, as of Season Four.
Jorah sold some poachers into slavery and fled rather than facing Ned Stark over it. Subverted, as informing on Daenerys has earned him a royal pardon, which he's ignored so far to continue serving Daenerys.
Due to Benjen's acquired undead nature, the magic of the Wall prevents him from ever returning south. He is still himself and not a wight, but just dead enough to be barred by the Wall’s magic.
Renly Baratheon and Catelyn Stark are dead so Brienne doesn't have much of a home left.
Duncan MacLeod is banished from his Clan after he resurrects for the first time.
This happens to most Immortals. Once people notice that they are not aging they will have to move away and can only really come back when most of the people who used to know them are dead. This is also required when an Immortal 'dies' in public and thus risks revealing The Masquerade if he/she does not leave.
Last Resort: The whole premise was that the crew of the Colorado could never return to the United States, because they had been portrayed as traitors after refusing to nuke Pakistan. Of course, the series' cancellation only halfway into its first season caused the writers to come up with an overly complicated way around this premise, so that only the Captain and those who had died during the course of the season were denied the ability to return...
MythQuest: Matt Bellows touches the Gorgos stone in the Cyber Museum, which causes him to get stuck in a world of myriad mythologies. He could only get out of the myth-world by touching the stone again, but he doesn't know where it is.
Quantum Leap: In which not only can Sam Becket not go home, he can't even stay where he is, and must live moments from other people's lives, his leaps inevitable, finding himself in a new stranger's shoes each time.
Red Dwarf: The key premise. Protagonist Lister awakes from what was supposed to be eighteen months in stasis, but was actually three million years. He is the last living human on his ship. He sets off to see whether he's the last living human in the universe. Hilarity Ensues; signs of what became of Earth humans does not. (Though in the books, we do have them reach Earth... and it was used as a garbage planet until an explosion sent it out of orbit. The current residents are sentient roaches who don't know a thing about those ape people there used to be.)
When you think about it, the world got a blackout that is still in effect 15 years later. The United States is effectively dead. Even if the power gets turned back, which happens in the first season finale, things are not going to go back to the way they were before the blackout!
Rachel has to point this to Aaron more or less at the beginning of episode 11. In that same episode, Jason Neville is told to not even bother going home again by his own father.
In episode 13, Neville tells his wife this after his mission to obtain the nuke for Monroe fails and he realizes that thanks to Randall's influence his days in the Republic are numbered.
For the entire run. The writers eventually combined this with Doomed Hometown in order to give the series a Big Bad.
Although one episode ended with the heroes briefly (a few minutes) ending up in a world that looked a lot like theirs, but were disappointed when Quinn sadly noted that the fence gate at his home didn't squeak, as it did in their world, so they jumped into the next vortex that appeared. But after it vanished, a local guy came out of the house with Quinn's mother and mentioned that he'd finally fixed the squeaky gate hinges.
Stargate Atlantis: The entire cast in the first season. That concept was quickly destroyed.
Teal'c's Mook–Face Turn in the pilot resulted in him and his family being branded as traitors; returning overtly to Chulak as long as Apophis rules there is suicide. This changes over the course of the next three seasons.
An episode called "A Hundred Days" plays with this trope. A meteor shower during a mission strikes the Stargate, burying it and leaving O'Neill stuck on an alien planet, with the rest of SG-1 having made it back to Earth. O'Neill spends the following months trying to find the gate, hoping that rescue will come. As he finally gives up on the idea of traveling through the stars and going back to Earth, he begins to make a life for himself with the people still on the planet with him. That is until his 100th day there when SG-1 finds a way to make contact with the gate and dig it out. O'Neill's having to choose between his new life and his old one is something of a Tear Jerker.
Martin Lloyd, the creator of Wormhole X-treme!, is one of the five known survivors of a spacefaring people that was destroyed by the Goa'uld. The only reason they're alive is that they deserted their homeworld's military.
Stargate Universe: The basic premise. Apparently wanting to avoid the problems of the previous one, they've stranded the crew so far out that it would literally take decades for a current generation ship to catch up. They can make short trips home using the communications stones, but such trips are temporary and don't solve the supply-line issues.
Star Trek: Deep Space Nine: Garak was exiled from Cardassia and is only permitted to return after the entire planet has been carpet bombed.
Series premise. In the premiere, the ship winds up on the far side of the galaxy. Their journey home by the linear route (even at warp speed) would take at least 70 years, or more than most of the crew's lifetime. They use alternate technologies and wormholes to significantly reduce the time it actually does take but this was still the situation they were facing at the start of the series.
This is especially true for Neelix, whose homeworld was destroyed, and Icheb, whose parents want only to use him as a weapon.
One exception to this is the Doctor; he's the ship's Emergency Medical Hologram, so Voyageris his home.
It is mentioned that even if Kes returned to the Ocampa homeworld, they would no longer accept her.
In the episode "What Is And What Should Never Be" (S02, Ep20), Dean returns to his childhood home and his mother is still alive. However, this was just an illusion created by a djinn, and Dean's childhood home was destroyed in a fire which killed his mother and started his nomadic lifestyle.