Explanation:

They returned home in a taxi.
"On" is used to indicate position, usually indicating that something is on top of something else. We might say, "My journal is on the desk." In this function, "on" typically denotes proximity or position. Another example would be, "He sat on the stone wall."
"With" is used to accompanied by (another person or thing), having or possessing (something).
"From" can be used with the prepositions 'to' and 'until' to mark the beginning and ending point of time of an action or state. Generally, 'from...to' is used with past tenses, while 'from...until' is used when speaking about future actions.
"in" typically denotes something is resting at a specific place. You could also say, "He lives in England." "In" is also used to note a specific occupation or function.