Grim Return

• WWizards of the Coast2013-07-01
  Official Ruling
  You can choose a creature card in any player’s graveyard as long as that card was put there from the battlefield during the turn. A creature card that was put into a graveyard from anywhere else, such as a card that was discarded, can’t be chosen as the target.
• WWizards of the Coast2013-07-01
  Official Ruling
  Creature spells that are countered never entered the battlefield, so those cards can’t be chosen as the target of Grim Return.

Rulings via Scryfall