Unfortunately, we have experienced the same issue with two children now (my kids are 3 and 2). It is a rough go, but I actually resorted to using a trick I saw on tv. I had to do it consistently for three days and our lives have been so much easier since.
Try sitting on the floor of their room (don't look at them; they should see your profile only). Start out close to the bed, the slowly work your way further away from them. Each time they get out, don't say a word. Just stand up, place them back in bed and go sit down again.
I know it sounds ridiculous but it does work. They get more and more relaxed and eventually cave (after a few tantrums, of course)!
Good luck. Its a few nights with very little sleep but works out great in the long run. My 3 year old was doing it for three months straight before I tried this technique. The moment the 2 year old started doing it, we nipped it in the bud.