Other then not necessarily being a good way to direct users:

Navigating to:
http://bugs.mantisbt.org/login_cookie_test.php?return=http://www.google.com/

directs the user to google.

Navigating to:
http://bugs.mantisbt.org/login_cookie_test.php?return=Foobar%3F%0D%0ALocation%3A+www.google.com

GET /login_cookie_test.php?return=Foobar%3F%0D%0ALocation%3A+http: //www.google.com/ HTTP/1.1
Accept: image/gif, image/x-xbitmap, image/jpeg, image/pjpeg, application/x-shockwave-flash, application/vnd.ms-excel, application/vnd.ms-powerpoint, application/msword, /
Accept-Language: en-gb
Accept-Encoding: gzip, deflate
User-Agent: Mozilla/4.0 (compatible; MSIE 6.0; Windows NT 5.1; SV1; .NET CLR 1.1.4322; .NET CLR 2.0.50215)
Host: bugs.mantisbt.org
Connection: Keep-Alive
Cookie: MANTIS_VIEW_ALL_COOKIE=1425

HTTP/1.1 302 Found
Date: Fri, 29 Jul 2005 22:47:39 GMT
Server: Apache/2.0.52 (Unix)
X-Powered-By: PHP/4.3.10
Pragma: no-cache
Cache-Control: no-store, no-cache, must-revalidate
Cache-Control: post-check=0, pre-check=0
Expires: Fri, 29 Jul 2005 22:47:40 GMT
Location: Foobar?
Location: http://www.google.com/
Content-Length: 0
Connection: close
Content-Type: text/html; charset=windows-1252

Let's fix this :)