The meaning of the title:
You can only understand it if you have watched Whisper of the Heart.
Shizuku, early in the film, followed a cat. He may have been called Moon, Egg or Mayta (I think). Shizuku got so interested in him travelling on the train that she followed him. He was a grey fat cat. In the manga, there were two cats - Moon and Lunar (I think), and Moon belonged to Seiji Amasawa. They were both black and white.
In this film, it all starts off with Haru following Prince Lune.
Then comes the night session where she sees the king, the grey assistant, the orange cat, guards and look-a-like policemen (they were really funny).
The next day she sees the orange cat again. Then she hears a voice, which turns out to be Yuki. Yuki tells her to ask the cat at the crossroads where the Cat Bureau is. This cat is white and fat, and takes Haru through alleyways to get to the Baron's house.
"The Cat", in "The Cat Returns", is in fact the other cat from Whisper of the Heart, not the Baron or Shizuku.
You see, in both cases, the protagonist followed a cat to a new world for her.
This thread has loads more other theories: http://www.imdb.com/title/tt0347618/board/flat/6414345
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