This Answer from JohnHC covers how to handle the problem if your phones should not be used outside of their assigned conference room. However in many offices there just are not enough resources(in this case IP Conference phones) for all of the conference rooms and thus need to be shared. While I agree with them many of you that are probably shouting at your screen right now, "OMG how can a company expect you to do your job if they don't give you enough tools to get it done!" The reality is many companies prefer to minimize the capitol output when installing telecom systems. And so we are left with the task of dealing with these issues, and many times that includes moving telecom resources to the room where they are needed.
The first thing I would do is label each of these phones with the conference room the phone is "Assigned" to. Put up signs near the exit door that are clearly visible saying something concise like "Return phone to this conference room after borrowing."
In any conference room that does not have a phone assigned to it post a sign near the exit that says something like "Remember to return any conference phones to its assigned conference room"
The combination of the clearly labeled phone, with the signs will probably alleviate most of the problem. If it does not then its time to track how much time is being spent searching for and reclaiming phones for conference rooms, and use that information to justify increasing the number of conference phone resources available. You managers are not trying to hamper business, just save some money, when those efforts start costing as much or more than they save then its time to make a change.