Method in non-final class must return `Self` to conform to protocol

You'll need to override f() in your NSData extension.

The basic problem is (I think) that the compiler doesn't know what Self is when it compiles f in the protocol extension and I think it assumes it must be the exact type of the class it is applying it too. With NSData, that might not be the case because you might have a subclass of it.

In Swift 3 or 4:

import Foundation

protocol P {
    static func f() -> Self
    static func g() -> Self
}

extension P {
    static func f() -> Self {
        return g()
    }
}

extension Data: P {
    static func g() -> Data {
        return self.init()
    }
}

Or you can replace your class with a final subclass:

import Foundation

protocol P {
    static func f() -> Self
    static func g() -> Self
}

extension P {
    static func f() -> Self {
        return g()
    }
}

import Foundation

final class MyData: NSData {}
extension MyData: P {
    static func g() -> Self {
        return self.init()
    }
}

If NSData is one of those class clusters that can't easily be subclassed (you'll see a stacktrace with __CFRequireConcreteImplementation), you may have to create a final class wrapper for a real NSData instead of using a subclass.