I got a haunted house with an order for some other stuff as they gave me a discount. I got it and the box has a giant crease through it.  I would definitely rather have a mint set.

 

Anyone ever had to deal with them before?

All the time. As long as you have the packing slip, they dont even ask questions. Very easy breezy in my experience.

Do they send a box for you to just exchange it?

I did the exact same thing today.  I bought something from the ebay TRU and they just allowed me to swap since I had the receipt...

As long as you have the receipt/packing slip it's easy...at worse if that physical store doesn't carry HH (common not to have available), just get a full refund.  I've been lucky so far to not have damage issues with TRU CAN but when I do want to return something I just say I bought too much.  No biggie.   

Ive always returned to the store to avoid shipping charges

Implying I did business with Toys R' Us......

Are you able to return opened sets at TRU Store. Even when purchased online?

One thing to consider when making returns to TRU is that if you buy multiple items to get a discount say BOGO 50%, the items on the receipt are not priced at 25% off of each, so if you return one, you end up paying the full price.

 

In store however you can buy two of the same item, and return one at the CS desk to get the discount.