The manager says the band isn't pressing charges.
The toy critter, known to the band as Ol' Dillo, disappeared after a Sept. 19 concert at the Capitol Theatre in Port Chester. General manager Tom Bailey says the armadillo was a treasured possession of Nelson's monitor engineer, Aaron Foye.
Video shows a woman snatching the armadillo away. Bailey says a different woman brought the armadillo to the box office Friday in a sealed box, but did not identify herself.
Bailey says theater staffers believe they know who stole the armadillo, but he says Nelson's road manager said Foye would not press charges.