If I was promised a job, got an offer letter, filled and returned all paperwork before the end date but the job never materialized, what are my rights?

You may not have any rights--there is a chance discussed below but it is an uphill battle. First, understand that all employment is employment at will that means that an employer can terminated someone at will--or renege on a job offer. That is the norm or the default that employees and prospective employees have no rights in or to jobs.
There is a doctrine called "promissory estoppel." If ALL of the following criteria are met, you can sometimes enforce a promise, like a promise of employment
1 Someone made a promise to you, like a promise of employment, to get you to do something, like coming to work with them
2 They made the promise knowing that to act on it, you would have to do something significant to your detriment, like leaving an existing job
3 It was reasonable for you to rely on their promise--that is, not reasons to doubt it, think better of it, etc. and
4 In reasonable reliance, you did in fact act on that promise and do that thing to your detriment, like quitting your existing job.
When all these criteria are met, you can sometimes hold others accountable for their promises and, for example, force them to hire you or at least get some compensation. But because the norm in this country is "employment at will," trying to enforce the promise goes against the general rule and public policy therefore, while it may be worth trying, you can't assume you will win if you bring an action to enforce the promise. You should consult with an employment law attorney to discuss the case.