Any final order of a court in any proceeding is generally appealable as a matter of right. Many other orders are appealable with leave on interlocutory appeal.
There doesn't have to be a trial or a conviction or anything like that. There just has to be an appealable order from the court. In this case, it appears there is, specifically the order to return property.
Filing the appeal is easy, you figure out which trial or appellate rule the order falls under and the rule will spell out for you what is necessary to perfect the appeal. Generally you file a notice of appeal and then the formal appeal and supporting brief but the precise process varies from jurisdiction to jurisdiction. It happens every day.
Best,
Joe
Was there a final order per se? The law changed and the substance was no longer illegal under State law. What exactly would the police be appealing in that respect? That the law actually did not change? That appeal would go nowhere, since you would be asking State courts to enforce federal drug laws.
The State courts would deny such an appeal, since they would have to concede in the process of considering the appeal that the federal law might trump the State law, and that the State courts were in violation of the federal code.