Here's an interesting piece...a pictorial cancellation I sent away for that was just returned to me today. Since I live in MA, I was interested in this cancellation, so that's why I sent for it:

BUT...I was intending that the post office would simply cancel the cover and return it in the general mailstream. (I have since taken off the removable address label that was there at the time of mailing.) However, to my surprise, the covers were returned to me in a plain handwritten envelope (which was nice on the part of the post office, but I had not requested that they send them back that way.) Nevertheless, I found it interesting that the return envelope contained no return address, but used a first class "Forever" stamp and that the envelope was spray-on postmarked Kansas City, MO:

I realize that most of the First Day Cancellations get processed through KC, but I was surprised that a local pictorial cancellation would get processed through that means, and even so, was further surprised that they would use a stamp on a plain envelope with no return address and not use an official USPS wrapper or envelope that would not have required a stamp.
Not that I'm complaining mind you, but the effort that would have had to have been made to process this request to Kansas City, and then handwrite a return address, and supply a #10 envelope, and add a first class return stamp from a postal service that is claiming it is nearly broke, must have some money if they can afford to do this type of return service at no cost to the collector.