We only request you include the shoe box if the pair you are returning is in brand new condition. For returns of used pairs for flaw, cancellation or recycling, you never need to include the shoe box.
Please remember that you can always use the Nike Adventure Club box your shoes arrived in for returns. The box includes a resealable adhesive to help you quickly package up your return. You will also always receive a return label in each order. More here on how to get a replacement label.