I have been surprised how many questions has been on stack overflow about this. And therefore I have decided to create a blog post about this.
Short answer is:
return EmptyResult();
Full example code:
public ActionResult Empty() { return new EmptyResult(); }
More information about empty result can be found on: https://msdn.microsoft.com/en-us/library/system.web.mvc.emptyresult.emptyresult.aspx#M:System.Web.Mvc.EmptyResult.