Exile is primarily penal expulsion from one's native country, and secondarily expatriation or prolonged absence from one's homeland under either the compulsion of circumstance or the rigors of some high purpose. Usually persons and peoples suffer exile, but sometimes social entities like institutions (e.g. the papacy or a government) are forced from their homeland.
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 (su