The Grasshopper was SpaceX's testbed rocket that did the "easy" version of this - taking off straight up (to a maximum altitude of 744m) and then landing right back at its launch pad. I believe one of them also did some sideways maneuvers too.

It was a bit smaller-scale (two-thirds the height) of a Falcon first stage, and I believe also had a less complicated engine. More importantly, though, given the failure mode of this rocket, it had no mission other than taking off a bit and then landing - it wasn't integrated into a rocket that was intended to get to the edge of space, decelerate from hypersonic speeds, and then do the complicated landing.