the best pointer i can give from the little information NEVER reprimand when the come back to you no matter how annoyed you are because they will then associate bad things coming their way when they return. so ANYTIME they come to you ESPECIALLY when they are outside make it the biggest deal in the world as if they have done the greatest thing imaginable because then they are MORE likely to come back the next time.
what breed is your dog? some breeds are more likely to nick off as well so you need to know and understand the breed that you have before you decide in the best way to go about training a "reliable recall" and its possible, i have a siberian husky one of the most notorious of breeds of running and never coming back. i have her with a very reliable recall on a dog whistle, i worked very hard and made sure, when training that she WOULD come back if whistled .... i can go through how i did get her that way if you want, but its a bit late .... early my head is elsewhere haha, just rememeber any dog can be trained to do anything they can physically do, dont give up!!
"In order to really enjoy a dog, one doesn't merely try to train him to be semihuman. The point of it is to open oneself to the possibility of becoming partly a dog." - Edward Hoagland