Having found out about the second argument to Return I played a bit with it, and the following tests all resulted in Return::nofunc:

f[x_]:=x
f[Return[3,f]]

SetAttributes[g,HoldAll];g[x_]:=x
g[Return[3,g]]

h[x_]:=f[x]
h[Return[3,f]]

SetAttributes[i,HoldAll];i[x_]:=f[x]
i[Return[3,f]]

On the other hand, the following works fine:

Module[{i},Return[3,Module]]

Does that mean the second argument of Return can only be used with a predefined list of symbols? If so, is there an easy way to find out that list? Otherwise, what am I doing wrong (and how would I do it right)?