After attacking a city, your army will return home immediately after the battle. This is to avoid a player from raiding someone else's city repeatedly from a nearby location and give the defender some time to respond.  Therefore, check your city and your army should be there waiting there for your command.

After attacking an army or a Skeleton Village, your army will return to the location where it came from (may it be your city or a nearby location where it was stationed before the attack).

After attacking the Temple, Citadel or Fortress, if  you won the battle, you will conquer the target and your army will be stationed inside of the destination; however, if you lost the battle, your army is gone.