What is a non-local return?

Here's a good article on the use of non local returns in the context of ruby blocks.

Ruby’s blocks support non-local-return (some references), which means that a return from the block behaves identically to returning from the block’s original context.

It basically mean that you can call a block from a function, and the block has the ability to return from the original function.

It means exiting a function and ending up someplace else beside where the function was called. It's primarily used to refer to exceptions (i.e., try, throw, and catch in Java and C++), but it can also mean mechanisms like setjmp/longjmp in C.