3 phase ac vs single phase
The return path for one phase is one or both of the other phases.

Loads can be connected "delta" - wired between the phases (L1 to L2, L2 to L3 and L3 to L1).

Alternatively, a star point can be created, and the loads star wired (L1 to S, L2 to S, L3 to S).  In a 4-wire 3-phase system, the star point would be connected to neutral.  However, if all three loads are identical, it turns out that the current in the neutral is zero, and so it can be left out entirely.