I remember reading a post at HVAC-Talk a few years ago when someone wrote that a contractor just cut a hole in drywall, installed a return air grill and claimed that it is exactly what it is supposed to be - a return. Long and heated discussion followed (HVAC-Talk expires threads, so the source is no longer available), with polar opinions being a) yes, it's acceptable and b) not at all, you must provide the path.
I've seen grills leading to dead spaces a few times afterwards, which makes me think this is not an exception.
Now that I'm learning framing - well, turns out that the building code explicitly calls for installing what is called fire blocking: two-by stud material that runs horizontally from stud to stud - every 10 ft measured vertically in stud bays. Fire blocking interrupts the upward flow of flames and heat.
Two lessons:
- There is no easy way to install an air return in a room;
- There is no easy way to wire anything - studs (at the minimum) are horizontal obstacles, fire blocking (at the minimum) are vertical obstacles.