Where to return my car in Umbria (near Assisi)

Go to Autoeurope.com and sign in as if you are making a reservation. It will give you the nearest rental locations to where you will be.
There are surprisingly few car rental locations in Tuscany and Umbria--except in larger cities. In Umbria, the most popular rental location is Hertz across the street from the Orvieto train station. It is just over an hour from the Rome Termini by train and is a great pickup/drop off spot.

I tried this but wasn't any help. Orvieto is too far from Assisi unless we just decide to make a day of it in order to return the car and take the train back to Assisi, but I have to think Perugia is a better option.

I think all rental offices in Perugia are at the airport, which is half way between Perugia and Assisi.
Depending which train you take the better options are either Foligno or Chiusi.
Foligno is the station where you would take trains headed to Rome coming from Ancona. If you take the train from Assisi you would pass through Foligno. Europcar is in Foligno.
Chiusi is the station where you would take the trains headed to Rome coming from Firenze-Arezzo. Avis, Europcar, Hertz are in Chiusi.
Foligno is closer to Assisi and that is where I would look to.
Further south of Foligno, still along the Ancona-Roma railway, is also Spoleto, which has rental offices near the station. If you plan to visit Spoleto, a famous Umbrian town, that is another option as well. Avis and Hertz are in Spoleto.

I read somewhere on the forum where the Hertz office was conveniently located right next to the Perugia railway station so I went ahead and selected it for my drop off location, but thank you for taking the time to respond.