To be in exile means to be away from one's home (i.e. village, town, city, state, province, territory or even country), while either being explicitly refused permission to return or being threatened with imprisonment or death upon return.
In Roman law, exsilium denoted both voluntary exile and banishment as a capital punishment alternative to death. Deportation was forced exile, and entailed the lifelong loss of citizenship and property. Relegation was a milder form of deportation, which preserved the subject's citizenship and property.
The term diaspora describes group exile, both voluntary and forced. "Government in exile" describes a government of a country that has relocated and argues its legitimacy from outside that country. Voluntary exile is often depicted as a form of protest by the person who claims it, to avoid persecution and prosecution (such as tax or criminal allegations), an act of shame or repentance, or isolating oneself to be able to devote time to a particular pursuit.
Article 9 of the Universal Declaration of Human Rights states that "No one shall be subjected to arbitrary arrest, detention or exile."