Not a really relevant example, because the cost of compelling them to give it back vastly exceeds the value of the item you want back. If what went through your window was a fallen piece of a jet airplane and the airline wanted it back, you would damn well have to return it.
Slight correction:
You would have to return it, because you are a snivelling weakling slave collaborator to the nanny state. If anything of value landed on
my property, you can be damn sure the feds would have to wrench it from my bullet-ridden corpse. This is an issue of FREEDOM. Have you ever even read Atlas Shrugged?