When to use return in react components

Greetings,

I’ve seen several examples of using React and creating components.
I have also noticed that some examples have a return statement in the render method,
and some do not.

I’m wondering is there a “when to use” clause here, does it not matter, or are their specific cases where you should or should not use a return statement.

...
render (
    return (   
      ....
    )
)


vs. 


render (
   ... my items.
)
...