Common Lisp has return-from; is there any sort of return in Clojure for when you want to return early from a function?
In short, no. If this is a real problem for you then you can get around it with "the maybe monad" Monads have a high intellectual overhead so for many cases clojurians tend to avoid the "if failed return" style of programming.
It helps to break the function up into smaller functions to reduce the friction from this.