The dynamics of price changes involves very complex processes and constitutes one of the central issues in Econophysics. The functional forms of return distributions considered and reported in the literature include the Levy distribution and its truncated variant, power-laws and, in particular, its inverse-cubic case, the q-Gaussians and the stretched exponentials. These may vary among the financial instruments and even for the same instrument typically change with the time scale of aggregation. The present contribution is an attempt to provide a unified view on the related effects for different world markets, also from the historical perspective. Special focus is put on those quantitative characteristics of the return distibutions that are common to all the markets.