Ferries can be taken between Macau and Hong Kong from one of two ferry companies, Turbojet and New World First Ferry. At a minimum they run 7am-8pm, at least that's what I could verify from the New World website, the Turbojet schedule wasn't available at the time of this writing. I say at a minimum because New World offers routes later in the evening, but only on weekends and public holidays. According to my Lonely Planet Guidebook, Turbojet is virtually 24 hours, but with a reduced schedule during early morning hours. During normal hours, departures are approximately every 30 minutes with the trip taking approximately 60 minutes on the water (not immigration/customs delays). Econony tickets for both are between 130-140 HKD ($17-$18 USD) each way with deluxe class a bit less than double that.

Most likely you've traveled from Hong Kong and already have a round-trip ticket, but if not you can call in advance to book or just show up at the terminal to purchase your ticket. Advance reservations are recommended for weekend and holiday traveling.

Ferry Macau to Hong Kong

Turbojet (http://www.turbojet.com.hk/) 790-7039

New World First Ferry (http://www.nwff.com.hk) 727-676