In which cases can OP get his bounty back?
The only case I found is when the question gets deleted (How does the bounty system work?).
However, for example if noone answers the question, would this return the bounty to the OP?
No, you do not get the bounty back if no answer is given. In fact this is mentioned in the post you link to (my emphasis).
What happens if there's no answer after the bounty period?
If after the end of the bounty period a question has no answers, no bounty will be awarded and the question will no longer be featured.
Bounties are best understood as exchanging reputation for higher question visibility and increased answerer motivation. A bounty does not guarantee a response and is not refunded if none are received.
It is in theory possible for a moderator to cancel a bounty while it is active, which would give back the points. This is, however, not something commonly done, and just that you did not get an answer, or not as good an answer you hoped for, is not nearly enough reason to ask moderators to do a cancel.
After the bounty is awarded not even the site's moderators can undo the process. As remarked by Arthur Fischer, in even more theory this could be done by an SE employee, but this decidely not something that is done under any normal cicumstances.
These possibilities, deletion and intervention of a moderator or SE employee, are the only ways to get back the points.