A DHC-6 Captain reported that a right rear observer's emergency exit window blew out in flight at 2;000' after takeoff. The aircraft was returned to land with very slight additional damage and no loss of control.

Narrative

Upon completion of climb checklist and reaching 2000 MSL; a rear observer announced that 'Something is weird with this window'. Moments later; I heard a 'pop' and a gush of wind from the cabin. The emergency exit/forward right observer window had just departed the aircraft. Aircraft was controllable and the additional damage was superficial (additional plexi-glass flat panels and bubble windows were damaged as the object was departing the aircraft). No control surfaces were damaged and level flight was always achieved. Announced our position to the FSS; stated an 'urgent' situation onboard the aircraft citing the window departure; and requested an immediate landing. Landing was performed flawlessly and no injuries were reported by pilots or crew. Although the emergency exits are secured via a plastic safety cover; all observers swore that they never touched the handle. Perhaps an emergency exit was bumped upon entry / exit in the aircraft with the lever not totally seated. I'm honestly at a loss as to how this happened without physically pulling the lever. To my knowledge no damage was reported on the ground.