Since you are broke (i feel ya!), do some online research and find out where they came from. Target, Walmart, Kmart and Kohls will definitely take back anything they sell, without a receipt. You will get store credit, but you can buy anything there, even food.
Babies R Us won't take back anything ever without a receipt. Their return policy stinks. You are stuck with that stuff.
I don't know anything about Buy Buy Baby except that they are owned by Bed Bath and Beyond, who will take back anything they sell without a receipt.
My son is 16 months old, and i still have stuff with tags we never used, mostly blankets. I sold most of the tagged clothing to cosignment, but I am pregnant again, so I plan on using some of the stuff i kept.... So if you plan on having another and forsee still being broke (like me), hang on to a few items that you can't return (like the BRU stuff). Usually, there's no shower for the second baby (god i hope not). But it will be nice to have a few brand new onesies, jammies and fluffy blankets around.
oh yea! and like a PP said, if you're not sure if it came from somewhere, try it. In my experience, they just hand it back and say "Sorry, this isn't ours."