Here's the strategy I've been using so far:
Get a large bulldog clip and clip it onto the desk edge. Pull one of the silver arms up, slip your cable through the larger gap in the middle towards the main clip body, and flip the silver arm back down; voilà, instant cable retractors!
Caveat: You might not be able to find a bulldog clip large enough if your desk does not have a thin protrusion around the edges (or it'd be so large that the cable would slip down through anyway).
Using toilet paper roll:
Some cables are one time use and may be does't required to be plugged in always. In these cases we can remove from the socket and organize like this.
Punch holes in the old business card and cut small passage for inserting the cable between and hole. Hole size and passage size are according to the size of the cable.
What causes cables to fall behind the desk once unplugged? The weight of the cable is sufficient to drag the cable down because there isn't enough friction between the portion of the cable on top of the desk and the desk surface.
I do IT work and often unplug everything and take the laptop/tower from the user's desk, but I don't want to fish around for individual cables when I replace the machine. So I use a hook and loop (Velcro™) fastener to simply bind all of the cables together. The net effect is that, bound together, they have enough weight and friction to simply sit atop the desk surface. Of course someone could push the bundle off the desk, but left alone it is usually sufficient:
If you don't have a hook and loop fastener, you can use an elastic band, a hair tie/scrunchie, a hair clip, zip tie (if you're not doing this often and have wire cutters as I do), tape, or a piece of wire.
Finally, if the bundle of cables is still trying to pull itself behind the desk, you might need to weigh it down a bit more, and a wrist-rest (as mentioned in another answer) works great. I've also let a desk stapler do the job of holding cables until I return. By this I mean using the stapler itself as additional weight, with the cables held between the base and upper portion.