A lot of the loyalists left to other British colonies after the war ended, this not only included Canada but the West Indies, Florida, and Jamaica as well. The "Exile" numbered in the thousands to these British colonies and they often moved there because of land grants given from their service to the King. A lot of times soldiers would live near their former officers and form small communities of veteran ex-loyalists. Townships such as Rawdon, Douglas, Woodstock in Canada were formed by exiled loyalists. Many remained there over the years, some would either move back to the US or even Britain. The township of Woodstock, New Brunswick had been formed by the veterans of the De Lancey brigade in 1784 and had been given over 26,000 acres in a land grant to 110 men. Not all made it or stayed there over the years as by 1804 only 10 of those original men remained on those lands. Trouble also came when veterans petitioned the British government for pensions and compensation for their loyalty. It didn't always work and often remained without any compensation from the government. The success of life varied case by case it seems, not all wanted to remain there but going back to the US did not seem appealing either, remember, they were just kicked out of there.

However, this didn't always mean that loyalists couldn't be brought back in. The Carolina governments, and I'd like to assume others since my studies have mostly dealt with Carolina history, allowed loyalists to stay if they gave an oath of allegiance to the new government. North Carolina passed the Oath of Pardon and Oblivion in 1783 which pardoned all loyalists and urged for loyalists to move back and claim confiscated property. While this sounds promising for reintegration local governments still had the control of whether or not loyalists got the confiscated land back. Loyalists would have a hard time fitting in the population for a number of years afterwards. If the towns allowed them back in at all, remember the national government didn't really have much power at this point after the war. Often local governments had direct control. This didn't really allow for much reintegration for many loyalists that wanted to remain in their home country if the government kept a hostile attitude towards former loyalists. Reintegration did happen after the war ended, especially with the Constitution and Federalism winning out over anti-Federalists. Many former loyalists had opposed the republicanism that Whigs had pushed for and found some similarities with the Executive branch and the King.

I need to find the source again, but quite a number of loyalists kept their beliefs even after turning into Americans. While they may not have been largely involved in politics since they were ostracized by the public, they still held some beliefs that they were in the right and that the Whigs were the danger to liberty. I think the loyalism mostly disappeared in the first part of the nineteenth century. Those that had been veterans had moved on or had passed away at that point. Even before then, if they had the chance to jump back into society and reclaim their confiscated property by taking an oath - they did so without hesitation and caused little trouble.