Haha, that's awesome. :D
I think you should keep SF until they ask for it back. :) last fall I got Lego Batman for DS instead of Wii so I asked for a new one, but they told me to send the other one back. :(
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Burn a copy then give it back.
I work for a major record store. The amount of times people will come in with either a game or cd and say the disc wasn't in there and theres no game in the box is pretty surreal we're not idiots and we know it. At the same point you cannot accuse the customer of lying unless you directly served them in the first place and can proove you put the disc in the box. Hence why I will always open the disc baggie and place the game in the case properly with the book therefore I will have been seen on atleast 4 cameras doing so. Without that you have to honour your returns policy and give them a copy of the game or cd. With CDs I can believe it but Games is harder to say "hey guess what we screwed up again"
As for taking SF4 back well. If you wanted to be nice to the guys who sold you it by accident then well you will and you'll just say it was obviously an accident (though why Resident Evil 5 and Street Fighter IV would be next to each other in an alphabetical storage I don't know) Or you could simply not mention they placed a game inside at all and get a copy of Street Fighter IV for free. I would probably keep the disc unless the guy said "hey man I remember you, damn I didn't give you the game? But I know I gave you A game so what game was it man?" but then I have no conscience or soul.
Oh my god just keep it!
I once bought armored Cores: Silent line like that and they put in silent hill 2