Returning packaging to supermarkets.

I've never heard of this, I think you'd have to ask them to know for sure. If you do, would be interesting to know what they say?

However, if they accept it and don't say where it goes, I wouldn't assume they have recycling for it. On the other hand, I would also look up what happens to your rubbish. Where I live the rubbish is burnt in waste to energy power stations which turn it in to electricity, generate very little air pollution, then the ashes undergo metal recover, with the remainder after that used in construction materials. Throwing rubbish in the bin here has a pretty minimal environmental impact. Surprisingly though, many people around here - even environmentally interested people - still commonly think it's all just going in landfill. So far, nobody I've talked to has realised our region haven't been landfilling rubbish for about 15-20 years now.

All of the big supermarkets recycle their own rubbish - one depot I personally know in the East Midlands invested 500k in a bigger compacter.
All the stores returned their waste to the depot so the vehicles weren't running empty on the return leg, better use of them/economy etc.
7 years ago it was returning about £3M annually to the depot bottom line, so if they can make money out of cardboard and plastic wrap, I'm sure they'll take it back.
The only issue is the cost of the extra labour at the retail store - because folk won't clean their recycling - so they'll fight that as the money goes to the depot, not the store.