One of our previous yorkies used to do this all of the time. She would only walk so far from the house and then wanted to turn around and head back to the house. She wouldn't move. If we walked back to the house I'd walk her in the other direction and the same thing would happen, after walking so far she'd freeze up and want to walk back home.
I mentioned this to our vet and she said that lots of dog's have a phobia of being too far from the house and that this was quite common. I'm pretty sure with her anyway that this was the problem. She was so OCD about this and it drove me nuts. LOL
