I Have Returned was Ray Stevens' twenty-second studio album and his second for MCA Records, released in 1985. The pictures on both the front and the back of the album were taken in the Mississippi Sound near Biloxi, Mississippi according to the album credits. The cover depicts Stevens dressed as General Douglas MacArthur from World War II. "The Haircut Song" and "The Ballad of the Blue Cyclone" were released as singles from the album. "Santa Claus Is Watching You" is a re-recording of Stevens' 1960s pop single and was re-issued as a country single around the time of the album's release and was made into a popular music video.
Stevens later re-recorded "The Pirate Song" on his 1991 album #1 With a Bullet and re-recorded the song a third time in 2000 for a music video found on .
The first track, "Thus Cacked Henrietta", is a rendition of the popular fanfare portion from Richard Strauss' "Also sprach Zarathustra", performed in chicken clucks. The rendition by Stevens lasts a little over 1 minute and was his first chicken-clucking performance since 1977's "In the Mood," released under the alias The Henhouse Five Plus Too.