Narrative:

During climb passing about 8;000 ft MSL; the autofail and standby lights illuminated. As pilot monitoring; I reached for the QRH. The cabin altitude was around 4;000-5;000 ft; the differential was low but seemed to be moving in the right direction. We were IMC; the weather radar was on; it was dark as we headed toward the mountains; departure had us cleared to intersection and 15;000 ft and handed us to center. I ran the autofail checklist and convinced myself the bleeds were on; just as I had before takeoff. It became apparent about 10;000 ft that the airplane wasn't going to pressurize normally. The first officer smoothly discontinued the climb correcting back to 10;000 ft. I told ATC in my initial contact that we were going to maintain 10;000 ft. As he asked my intentions; the warning horn sounded. He cleared us back to ZZZ. He cleared us direct. I responded affirmative to his query if we wanted to declare an emergency; and put my mask on. I became pilot flying. The first officer accomplished the memory items also and ran the QRH cabin altitude warning checklist. The bleeds remained mis-set; at least in part because I had verbalized them as on during the autofail checklist. With our plan to return to ZZZ in place at 8;000 ft MSL on a westerly vector; I told the flight attendants the airplane wasn't pressurizing and we would land normally at ZZZ. I made a PA to the folks. We landed uneventfully. The first officer noticed on short final that the bleeds were off. He pointed to them after we were clear of the runway with the aircraft stopped; in the dawning light of day. I then saw the engine bleeds were really off.

Google
 

Original NASA ASRS Text

Title: B737-300 returned to departure airport when it failed to pressurize. Upon landing the First Officer noticed the engine bleeds were in the OFF position.

Narrative: During climb passing about 8;000 FT MSL; the Autofail and Standby lights illuminated. As Pilot Monitoring; I reached for the QRH. The cabin altitude was around 4;000-5;000 FT; the differential was low but seemed to be moving in the right direction. We were IMC; the weather radar was on; it was dark as we headed toward the mountains; Departure had us cleared to Intersection and 15;000 FT and handed us to Center. I ran the Autofail checklist and convinced myself the bleeds were on; just as I had before takeoff. It became apparent about 10;000 FT that the airplane wasn't going to pressurize normally. The First Officer smoothly discontinued the climb correcting back to 10;000 FT. I told ATC in my initial contact that we were going to maintain 10;000 FT. As he asked my intentions; the warning horn sounded. He cleared us back to ZZZ. He cleared us direct. I responded affirmative to his query if we wanted to declare an emergency; and put my mask on. I became Pilot Flying. The First Officer accomplished the memory items also and ran the QRH Cabin Altitude Warning checklist. The bleeds remained mis-set; at least in part because I had verbalized them as on during the Autofail checklist. With our plan to return to ZZZ in place at 8;000 FT MSL on a westerly vector; I told the Flight Attendants the airplane wasn't pressurizing and we would land normally at ZZZ. I made a PA to the folks. We landed uneventfully. The First Officer noticed on short final that the bleeds were off. He pointed to them after we were clear of the runway with the aircraft stopped; in the dawning light of day. I then saw the engine bleeds were really off.

Data retrieved from NASA's ASRS site as of April 2012 and automatically converted to unabbreviated mixed upper/lowercase text. This report is for informational purposes with no guarantee of accuracy. See NASA's ASRS site for official report.