Commandeer Against WGD

[theLastGnu]

What happens if Player A casts Animate Dead targeting Worldgorger Dragon and Player B responds by Commandeering the Animate and choosing to target the Dragon? Does the loop work for them, allowing them to generate infinite mana, or does the animate return to Player A's control when it returns from RFG because WGD's leaves play trigger says returns to their owners' control, thus allowing the Worldgorger player to continue their loop?

My best guess is that the end state is Player B has all permanents untapped, Player A proceeds with the loop after one iteration on Player B's side.

[Harlequin]

You're guess is correct.  The answer is pretty much right in the errata:

When Worldgorger Dragon comes into play, remove all other permanents you control from the game.
When Worldgorger Dragon leaves play, return the removed cards to play under their owners' control.
 
Stepping through it...
You cast Animate Dead and I gain control of Animate Dead via Commandeer.  I choose to target WGD in your graveyard.  It comes into play under my control, so in addition to the card in play I own, I also control 'your' animate dead, and 'your' WGD.  The First trigger resolves and effects all the cards I 'control': the cards I own go into my RFG pile, and the cards you own go into your RFG pile (likely just animate dead).  Now dragon dies, and goes back to its owner's (your) GY.  Now the 2nd trigger happens.  It looks at all the cards that we removed by the WGD.  Note that I still control this trigger; so my permenants and your animate dead are those cards.  The trigger instructs us to put them into play under thier owners control.  So now you retain control of your Animate Dead, and therefor make all the choices going forward for that card.  Noteing that the WGD is still in your graveyard.