Can I return movies without receipt

I'm not sure. Check in with the customer service desk and ask.

Possibly if they are unopened.

I really dont think so. Because you are able to get the Vudu version by just scanning the receipt.

You can return products without a receipt but you will need to show your driver's license. They only allow you to return a certain number of products without a receipt each year though. If the movie is open, I'm not sure of their return policy.