Okay, so I'm back at the BoS bunker and have all my stuff back, but I haven't found a way to perhaps go back to the Sierra Madre. Is there a way?

Nope.

aww, that stinks. Guess I better go back to a save and collect what I can before I leave.

From what i have read, no you cannot go back.

Before leaving, the game prompts you with a "Are you sure you want to leave? Because you won't make it back" type message.