They are arrested at Frogmorton.
"The Scouring of the Shire" by Alan Lee
Gandalf's enigmatic words as he left the hobbits were, "I am not coming to the Shire. You must settle its affairs yourselves; that is what you have been trained for. Do you not yet understand? My time is over: it is no longer my task to set things to rights, nor to help folk to do so. And as for you, my dear friends, you will need no help. You are grown up now. Grown indeed very high; among the great you are, and I have no longer any fear at all for any of you."
Perhaps the poor Shirriffs at Frogmorton would have liked to have known this before they "arrested" our hobbits, in order to avoid the comic parade out of town. The downward story arc of The Return of the King might also be called "The Return of the Hobbits" as they retrace their steps home. For these are not the same simple hobbits who left the Shire the year before. Sam in particular has assumed more authority--the beginning of his political career?
The Return is not just a geographic return, however, but also a linguistic one, as the language and names of the hobbits seem all the more rustic after the high and formal language of Minas Tirith.