Edited from an earlier answer:

It was undoubtedly rarer than rare, but some Africans kidnapped from Africa by white slavers did indeed return. Probably the most common way would have been to be purchased by a ship captain or merchant. But as you might expect, records of something like this require a fairly high degree of literacy, which means examples we can cite are both (a) the farthest possible thing from representative, and (b) really great stories.

The first one I'll mention is Jacobus Capitein (c. 1717-1747). Capitein was seized as a child in Ghana and ripped away from his home continent. Plantation slavery in the Americas would not be his fate, however. Capitein wound up being owned by a Dutch trader, who was incredibly impressed by Capitein's brilliance when he took him back to the Netherlands. Capitein received a stunning, classical education (he opens his famous thesis, which I am bummed I can't find online for you, by quoting Cicero) and determined to become a Christian pastor. No, not just a pastor--a missionary.

With his owner's blessing, buoyed by a Dutch mercantile arm that appreciated a black man who was A-OK with slavery on theological grounds, Capitein became a pastor in the famous port city of Elmina, in Ghana. Like perhaps many missionaries, he had a lot more success spreading the benefits of education and literacy than in inculcating Christianity among his students.

My second case study comes courtesy of Randy Sparks, who discovered a set of letters in an archive that confirmed, expanded, and made so awesome a long-known but little-noticed story. Two elite burghers/nobles from Old Calabar in Biafra, brothers Ephraim Robin John and Ancona Robin Robin John along with Amboe Robin John, were actively involved in the slave trade as traders in the mid-18C when they got caught in a three-way territorial dispute among African townspeople and English traders.

Amboe was murdered; Ephraim and Ancona--or as I prefer, Robin John and Robin Robin John; it's confusing, I know, but first names are too often used as a diminutive to assert power and dominance over someone else--were chained, sold, shipped across the Atlantic, and wound up on a plantation in the dreaded Caribbean. As active participants in a coastal community tied into the larger Atlantic world, they absolutely knew the sort of fate that awaited them.

One really interesting point here is that their relatives in Calabar--also rich, elite, slave-trading members of the "Atlantic world"--actually tried reaching out to secure their return, via letter writing to people they hoped might know of the Robin Johns' fate, and ideally be able to intervene. For their part, "two princes of Calabar," as Sparks terms them, were bound and determined to make it home. They bounced around a little in the Western Hemisphere, from plantation to ship captain to ship captain, and somehow managed to stay together even in the face of some abusive owners. Hope, death, escape, betrayal, devastation--the story is itching for dramatization.

Ultimately, a massive and prolonged letter writing campaign, and their extensive knowledge of/manipulation of legal systems, won them their freedom in England. They found their hearts strangely warmed by the fires of Methodism; they found their first attempt to return to Africa less inviting, when the drunk captain wrecked the ship. But in 1774, the brothers finally, finally, finally made it back home to Calabar.

Where they read the Bible to their friends and family at night, and traded other people into slavery during the days.

~~

You want to know more, I know you do, so, you can check out Sparks' book The Two Princes of Calabar, and/or you can read the article he published first, "Two Princes of Calabar: An Atlantic Odyssey from Slavery to Freedom," William & Mary Quarterly 59, no. 3 (2002), which is on JSTOR.

Like /u/sunagainstgold said it was rarer than rare but the cases that do exist are really incredible stories.

Ayuba Sulieman Diallo was born in 1701 in Bondu, located in the Senegambia region. Diallo was of aristocratic origin, his father was a village head and imam at a mosque who was fairly well connected and taught his son to read and write Arabic. Diallo grew up to be a merchant and in 1730 Diallo was heading to the Gambia River to sell two slaves to an English ship when he was ambushed by Mandingo warriors and himself sold to the English slave traders. His father got word and tried to ransom him from the English captain but before the payment could arrive the ship had set sail for Annapolis, Maryland where he was eventually sold to the owner of a tobacco plantation and spent his days tending cattle. He remained a devout Muslim and about a year later resolved to escape after a young white boy kept interrupting his prayers. He made it to Dover, Delaware where he was captured and imprisoned. While in jail he was visited by a Maryland judge named Thomas Bluett who discovered that Diallo was literate in Arabic and through an interpreter began to record his story. Diallo was returned to the tobacco plantation but his master permitted him to pen a letter in Arabic to his father in Africa. The letter found its way to the director of the Royal African Company (the same company responsible for his initial enslavement) in England. The director arranged to purchase him and in 1733 Diallo and Bluett set sail for England. Once in London Bluett and Diallo, by now fluent and literate in English, set about securing the latter's freedom by raising funds from amongst the English gentry. Diallo became something of a sensation in London. He dined with English nobility, received expensive gifts, had an audience with the king and met the entire royal family. Finally in July 1734, four long years after he was captured, he set sail for Bondu. When he finally returned to his village he learned that Bondu had been conquered by the neighboring kingdom of Futa Toro. Not only had the war left his family destitute but his father had died and one of his two wives had remarried in his absence. Nevertheless he used his newfound European connections to regain his former wealth and lived as a merchant selling not only gold but slaves until his death in 1773.

There's also the case of John Kizell. Kizell was born around 1760 to a prominent family on Sherbro Island, in modern day Sierra Leone. While visiting his uncle at the age of thirteen, Kizell was captured in a raid against the town and taken as a slave to Charleston, South Carolina. There he was subjected to the cruelties of slavery until 1780 when the city was recaptured by the British during the American Revolution. Kizell took advantage of the moment to escape his master and join up with the British who were offering freedom to any slave that joined their cause. Kizell enlisted with the British army and fought at the crucial battle of King's Mountain where he was captured by the Patriot forces. He escaped yet again and made his way back to British controlled Charleston where he boarded a ship for the British stronghold of New York City. When news of the British defeat arrived Kizell was able to secure a spot on a ship taking Loyalist refugees, both black and white, to Nova Scotia where he settled in the town of Shelburne. In Canada he started a family, became a devout Baptist and a fierce anti-Slavery activist. Eventually in 1792, he and his family as well as 1,000 others were recruited to board a ship bound for the newly founded British colony of Freetown, now the capital of Sierra Leone. It was meant to be a haven for freed slaves to return to Africa and Kizell became an important member of the administration. Back in Africa, Kizell fought against the slave trade and eventually returned to his native island of Sherbro to minister the gospel to his people. Later in life he met an African American ship captain named Paul Cuffe and through that contact would go on to play an important role in the establishment of Liberia. It's believed that he lived until sometime in the 1830's.

Sources:

The African American Odyssey by Hine, Hine and Harold

The African American Odyssey of John Kizell: A South Carolina Slave Returns to Fight the Slave Trade in His African Homeland by Kevin Lowther

In addition to the case mentioned that Randy Sparks wrote about, there a small number of 18th Century returnees and more 19th Century ones, as well as many African-American travellers who were one or two generations removed from Africa who returned. Michael Gomez' book Reversing Sail and James Campbell's Middle Passages discuss a number of cases. Robin Law, Robert Harms and other historians have also described the case of "Captain Tom", an interpreter sent by Agaja, the Emperor of Dahomey, to accompany a Royal Africa Company representative named Bulfinch Lambe to represent Agaja to the English. Captain Tom was enslaved by Lambe, then freed later and became known to the British as Odomo Oronooko Tomo (a name partially borrowed from Aphra Behn's earlier play); he may have eventually returned, like the Robin Johns described by Sparks.

But basically, yes, slaves in the Americas who escaped in the classic sense, rather than were manumitted or who manumitted themselves, and who managed to return to their own communities were rare. This is not merely because of the difficulties involved in travelling back across the Atlantic, but also that in many cases, travelling from a coastal port in Atlantic Africa to a community from which one was taken or sold would have been extraordinarily fraught. Assuming that the returnee were not a person sold into slavery as a person sentenced for criminality, exiled for political dissent, or otherwise unwelcome in their community of origin, they would have had to travel within networks extraordinarily hostile to their transit. This is why former slaves and captives on ships returned to Monrovia, Freetown, Cape Town or other locations by the British or in by the American Colonization Society frequently chose to stay there.