Michael Phelps has nothing to prove to anyone, but neither did Michael Jordan, Kelly Slater, or Gordie Howe. Still, these legends all got up off their laurels, un-retired, and tried to compete at a high level. Some succeeded. Others, not so much.
Why he hung it up: The mysterious Swede did things his own way, but this quote from Arthur Ashe provides a hint into why he retired at 26: "He was bigger than the game. He was like Elvis or Liz Taylor or somebody."
Why he returned: Reflecting later on why he came back, Borg told a reporter: "I knew I was not playing well. But I can't explain it except to say I wanted to play."
His Success: In the early 1990s, he grew his hair long like it was before he retired and used a wooden racquet. His tennis suffered for it and he never won a tournament after coming back.