YES, They have come back alive at least once, aboard Space Shuttle Discovery in the Mice Drawer System (made in Italy).
STS-128 - Source: Mouse Hotel Opens on Space Station
MDS was carried to the ISS on August 28, 2009, and returned on November 27th, 2009, setting the longest permanence in space for rodents of 91 days. Three wild type (Wt) and three PTN-transgenic male mice were housed in the MDS during this experiment. A ground replica mimicking the flight experiment was performed at the University of Genova to evaluate the effects of microgravity and compare these effects to different Earth controls.
Unfortunately during the mission, one PTN-Tg and two Wt mice died. The necropsy revealed that mouse Wt3 had a major spinal cord lesion that possibly occurred during the shuttle lift off. An analysis performed on feces present in the cage of the PTN-Tg3 mouse suggested that the animal could have developed a liver pathology. The post-landing check performed on the mice cages revealed that Wt1 mouse died in consequence of a failure of the food cassette system. The remaining mice showed a normal behavior throughout the experiment and appeared in excellent health conditions after landing. During the mission, the mice health conditions and their water and food consumption were checked daily. Upon landing, mice were sacrificed, blood parameters were measured and tissues were dissected for subsequent analysis.
Source: MDS experiment page