Home Run Etiquette

At Fenway, is it expected that home runs hit by the opposing team should be thrown back into the field?

I ask, because being a Cubs fan, home runs hit by the opponents MUST be thrown back into the field. You'll even see people out on Waveland or Sheffield who catch a ball launch it back INTO the park. Fans who don't throw it back risk loud ridicule, beer showers, and bombardment by empty beer cups.

(I don't think Wrigley Bleacher Bums are savvy - or sober - enough to throw a slice of pizza, they're too busy eating hot dogs and drinking Old Style. However, after the 4/16 Fenway pizza incident, are slices of Connie's Deep Dish in play? Man, that would hurt.)