It is my understanding that the United States did not require passenger lists of persons leaving the United States.
I appears, however, that the UK kept manifests of incoming and outgoing ships. So if anyone you are looking for left on a ship that stopped in England, and then onto their destinations, you might find something there.
Further: try the city/town directory, it may have rem [removed] to and where, e.g. Europe, Russia, Poland etc. May, also, have returned but to another state.