If you rewatch the live stream, at 31:45 or so the rocket starts hitting the atmosphere at 6500 km/h, or nearly 2 km/s. The grid fin, used to help steer through the atmosphere is burning, and then the video from that rocket cut out.
At that point I simply presumed it was over for it, yet somehow it still managed to land. They'll probably use it again. We live in a crazy, amazing world.