I have the clubhouse in my contacts list and will consider calling them next time, but for now I just pick it up, put it in my bag (with my wedges since I'll always notice a stow away there) and drop it off at the clubhouse/proshop after 9 or 18 depending on whether I found it on the front or the back. It's not rocket science.
That's a good idea, though what I meant was to call in case you get home and realize you still have the club.
I've never forgotten to turn in a club, but did pick up a headcover one time. In that case, I just brought it back the next time. It was an old beat up one, so I'm sure nobody collected it.