Every time a dog fails to obey, its disobedience is reinforced. The more it fails to come back, the more it will continue to do so. Obedience training should start in the house, then on the lead, and only finally should the dog be left off the lead. Dogs that run off and will not come back risk being shot by farmers, run over in traffic, poisoned by illegal bait or simply lost. (Incidentally all dogs should be on a lead when near livestock anyway.)
Some dogs, often collies, terriers and herding dogs, will be disobedient, unless they are carefully and properly trained. A dog training class will be helpful. Find a warm and friendly dog trainer, not a martinet. Both you and your dog must like the trainer.
NEVER punish when the dog returns. No dog will return, if it is going to be clipped round the ear for doing so, because the owner thought it was late in returning. If you have punished it, you have trained your dog not to return. You will now have to work hard to remedy this. You dog has to WANT to return, and a dog will only want to return to an owner who is being rewarding and kind. A handful of treats is more effective than words of praise.
"Lilly, the Queen of Richmond" c. Christopher Hobbs. Lily is a particularly obedient dog.
Whistle train your dog. This will improve recall and probably make your dog generally more attentive and disciplined. Blow the whistle before all meals. Also take him into the room with you, blow a dog whistle and feed him a treat. Do this several times. When he has got the connection, go into another room and do the same thing when he is not expecting it. After about a week of doing this several times a day in the house, when you blow the whistle he will streak towards you. Then put your dog on a long 15 foot line, and start doing this in the garden. Get neighbours to help with distractions -- a human bouncing a ball, other dogs, etc. The aim is to get your dog focussed on you, the whistle, and the forthcoming treat! Finally take him on a walk, still on the long line, and start doing this there. Use the whistle when he’s stopped concentrating on you. Whenever he stops focussing on you, turn round and go in an unpredictable direction. This way he will have to keep his eyes on you.” If you are consistent about this, after three weeks or so your dog should start coming back. Do not let him off the long lead, until his behaviour is reliable.
Once he is trained be careful NOT just to call him back when the walk is ending. Call him back, attach his lead and reward him. Then take off the lead and let him go again – do this several times during a walk. That way he won’t associate being called back with the end of the walk. You may need to cut down on his food if you are feeding him lots of treats! If you are having big trouble with this, then add an extra psychological item of reward as well as the treat. Reduce the amount of petting and attention you give him inside the house. Ignore him mostly. Instead deliver this petting when he has arrived back in response to the whistle. This way he is getting not just the food treat but also love. (Love is not a substitute for a food treat but only an addition!)
At the same time as retraining him, improve your position as his leader and friend by looking at Social Rules for Dogs in these FAQs.