Worldpay Gateway not redirecting to Customer Order screen on successful transaction
Are you testing from a local domain or on a remotely accessible server? 

If it is a local domain then the return cannot work since Worldpay doesn't know where 'local' is.

If this is a remote server then:


Is the site turned 'on'? i.e. do you need to be logged in to view the front end
Do you have http auth in place (for instance to stop robots crawling a staging site). 


If either of the above is true then it's likely that Worldpay can't get to the site.

Finally, do you have CSRF protection turned on? Try turning it off. If that solves the problem then you will need to bypass it in some way in order for Worldpay to work.