What are some examples of animals who return to their group when threatened?
The specific description you have made is almost the definition of mobbing behaviour. Some animal species protect each other and especially their offspring by cooperatively attacking and harassing a predator. Individuals can't cope with the predator alone, but by working together they increase the chance of discouraging the predator.

African buffaloes, bison, gulls show mobbing behaviour. 

Wikipedia article 

The Royal Society for the Protection of Birds article