Independence, development, blah blah. It's part of the human compact: if your damn kid calls and begs to come home? Get in the car.
This, from the comments:
We have a family story in my family: one of my aunts went to summer camp and when her father visited she cried and cried that she wanted to go home. The camp director told him to leave her, that she would get over it. He replied "I'd rather leave my right arm."
My aunt grew up into one of the most independent people I have ever known.
Taking them home from the sleepover? Don't even hesitate? Camp? DO YOU HAVE A KID WHO SHOULD BE AT CAMP? Maybe not! Maybe have them stick it out for a week? I don't know. But get them if they need you, for pity's sake.