This is a video explaining the Magnus effect, or why a spherical (or cylindrical) object with spin on it will curve from its principle flight path. It is a commonly observed phenomenon, particularly in ball sports. Baseball pitchers use it all the time! It does not explain boomerangs though. Boomerangs are still 100% magic and shouldn't be handled by anyone who isn't willing to have their soul stolen by an air wizard.
Keep going for the informational video, including this footage of a basketball trying its hardest to fly.
Thanks to hairless and Chad, who encourage you to try this with your own balls and see if can get them to curve before you pass out.