The only way to return to Sierra Madre would be the console comands wich, I think, only work on the PC Version. But why on earth would you wanna return to THAT place? Wanted to pick up a few extra Gold Bars? Forgot to pick the Automatic Rifle? well, you really shouldn't go back there without some heavy gear and firepower, that is, if you're able to go back, thing is the Ghost People grow stronger just as you grow stronger, and they now dominate all the Sierra Madre area. So you're pretty much screwed.