Can you return an Apple Store online purchase to a store?

I am not sure about smaller items and peripherals, but in my experience you can't return a Mac or iPad purchased online to a store. You must ship it back to return it.

Bring your item to an Apple Store

You can always return the item(s) to any U.S. Apple Retail Store. An Apple Specialist will assist you with your return. Your refund will be processed at that time. To locate an Apple Store in your area, please refer to the Apple Retail Store Locator.

Note: An iPhone purchased on the Apple Online Store is ineligible for return to an Apple Retail Store.