Les femmes sont retournées voir leur mère.

être + retourner -- to come back
avoir + retourner -- to turn (something) over/upside down/inside out

From context alone, even without resort to grammar, it should be clear why être is used here: you're not upturning something, they are returning.

Just to explain a bit more the difference between transitive and intransitive verbs and their relation to using avoir or être:

Transitive verbs act on something -- the COD (direct object). In the case of retourner meaning to turn something over, you need "something" which is being turned over. Intransitive verbs don't need a COD: Je retourne -- I'm going back, is without COD.

Je suis retourné. -- I returned
J'ai retourné le sac. -- I turned my bag over. Le sac is the COD.

The hint that retourner in the intransitive use is followed by a preposition is just a hint and, as this sentence shows, can be misleading. It is better to check whether there is a COD present to determine whether the verb is transitive or intransitive.

Note to courageous souls: even the condition of a COD being present for verbs using avoir instead of être isn't always true. There are some French verbs which use avoir but still don't have a COD.

J'ai couru. -- I ran. (No COD, absolutely intransitive, still used with avoir. However, most other verbs of walking use être: je suis allé, je suis venu, etc.)
Marie a disparu. -- Marie disappeared. (Again, no COD, intransitive usage, yet still avoir is being used.)

Hi Andrea,

The verb retourner can be used with either avoir or être.

In this case (être) the "state of being" is that the ladies have returned (for the purpose of) to see their mother. 

A preposition is implied as suggested above in brackets

Hope this helps.

Jim