It might be "practically" possible to bring back a monarchy after years of democratic governance, but it really has not been successfully executed in any capacity. A big reason this question is tough to answer is that there just aren't many countries with longstanding histories of democratic principles outside of Western Europe, and even their histories of democracy are quite imperfect.
France provides a case that sort of fits your question. Both Napoleon's crowning as Emperor in 1804 and his nephew Napoleon III's crowning of Emperor in 1852 both came after (short) spouts of democratic government. However, both of those men became monarch's without real democratic approval (although Napoleon III was President at the time, he became Emperor as a result of a coup), and both had risen either in the midst or the aftermath of large scale wars or rebellions.
The United Kingdom restored their monarchy in 1660 following the Interregnum, a monarch-less period after the English Civil War. However, Oliver Cromwell effectively ruled as dictator during this period, so it doesn't really count as much of a democracy before the Restoration, nor was the English Parliament very democratic, as representatives in the House of Lords attained their position on the basis of landholding, other wealth or noble titles.
Some other nominal democracies have had monarchs forced upon them by outside powers, such as Mexico under Maximillian I from 1864-67, although it would be a stretch to call Mexico's government before him actually democratic.
Perhaps it's better to look at an example where the people give more power to their monarch--the closest modern example is Liechtenstein, where the prince received additional executive powers after a popular referendum in 2003.
There are plenty of instances of monarchs with limited executive power existing concurrently with democratic rule--constitutional monarchies. This form of government, a constitutional monarchy, is usually the product of years of gradual reform where an absolute monarch gives power to a parliament or congress. Other remaining constitutional monarchs relinquished thier executive power due to popular pressure or war. Some examples of constitutional monarchies are the United Kingdom, Spain, Japan, the Netherlands, Norway and Sweden. There are other examples of the people democratically electing a monarch, such as Malaysia.