Moon's explanation is very good and will probably apply for me some day, too
However, I think it's not just that. When they are all sitting at the table, you can see from all their expressions that they are thinking: "Look at that simpleton with the damn pumpkin, he has no idea." They are all four of them victims of having had their world view expanded.
However, the books have one more element, which was not present in the movie. When Frodo, Sam, Merry and Pippin come back to the Shire, they find it occupied by Saruman and Grima (Saruman with no magic powers). Merry and Pippin use their fighting experience gained in the battlefield to become leaders of the uprising and thus gain a lot of status with the Shire folk. Sam get married and domesticated. Frodo just lays low and mind his own business, the Shire folk don't even know that he is the real hero, who has won the war. I think he acts that way because of the emptiness present after the One Ring is destroyed.
I think that is why he does not feel a part of middle Earth anymore and he goes West.
BTW, in the books, Sam actually gets to put on the ring and is invisible at the battle in the tower at Cirith Ungol (if I remember correctly). So he really is a ring bearer in the truest sense of the word.
Man, I can't believe myself. It must be at least 8 years since I have last read the books and I remember all this stuff.
/nerd mode off
Oh, who am I kidding, that switch doesn't exist!
