From the Hackers Guide...

The TO clauses are a little more tricky, and we generally avoid them because they can violate good structured programming principles. RETURN TO MASTER blasts through the entire program stack, returning control to the topmost program. Any other code waiting to execute in the intervening routines is ignored. This has the potential of leaving your application in an unstable condition, and we typically use this only in dire situations, such as deep in an error handler.

RETURN TO FunctionName lets you do something almost as dangerous—leapfrog over the calling routines to a particular place in the calling stack. If you design your application exactly right, you may get away with this, but if you're expecting cleanup code to fire in the routines skipped over to restore the environment, you could be out of luck.

HTH
Will