Exile means to be away from one's home (i.e. city, state, or country), while either being explicitly refused permission to return and/or being threatened with imprisonment or death upon return.
In Nazi Germany, Jews were the largest population of people to leave (i.e. “go into exile.”) Communists, socialists, and anarchists also went into exile, especially in the USSR.
Definition adapted from Wikipedia, August 22, 2016.