Currently, none of the cargo capsules going to the space station are being reused. SpaceX's Dragon capsule is theoretically reusable, but NASA appears to be happy to pay for a new one on each flight. Soyuz capsules return to Earth's surface, but can't be reused. All of the other ships currently going to the space station are one-way: they can carry cargo up but they burn up on the way back down to Earth.

But making a reusable capsule is quite a different story from a reusable rocket.

The fundamental problem in rocketry is weight. A rocket has to burn a lot of fuel and oxidizer very fast to get above the atmosphere and reach orbital velocity. (To enter orbit, you basically have to be traveling sideways so fast that in the time it would take to fall to the ground, you've moved far enough to miss it.) Rockets can't get the fuel from the ground, and they can't draw the oxidizer from the air (they're moving too fast and quickly get above the atmosphere anyway). So they have to carry all their propellant with them—but they also need to carry enough propellant to lift all of their propellant!

Earth's gravity is strong enough that it's just barely possible to claw your way to orbit if you're clever about it. 90% of what you lift will be propellant and only about 3% will be payload, but you can do it if you pull out all the stops.

But by "all the stops", I really mean all the stops. You'll have to use the very lightest materials available, and make everything as thin and light as possible, while still being able to bear 1,500,000 pounds of weight and 180,000 pounds of thrust. You'll have to put the thinnest possible sheet of metal between two tanks that have a temperature difference of 200°. You'll have to throw parts of the rocket away when you're done with them, so you don't have to lift unnecessary weight all the way up to space.

If you don't sweat every single pound, you're not getting to space at all. It's that simple.

So if you want to bring up fuel for reentry, or lift landing gear, heat shields, wings, or whatever else you need to land, you have to somehow make everything else lighter. Even when you think you've squeezed out every unnecessary pound, you need to find more.

Rocket science is hard. Reusable rocket science is brutal. Before SpaceX landed a Falcon 9 stage in December 2015, nobody knew if it was even possible to land a stage of an operational orbital rocket. They still have to prove that they can actually re-fly one; then they have to prove that it's actually cheaper than building a new rocket. And then they have to figure out how to bring back their second stage, which is even harder, because it needs a heavy heat shield and has to lift it up the entire way.