C-SPAN3 has been running some interesting programs having to do with the end of the Civil War on recent weekends. One segment dealt with the Confederados. It seems about half of them eventually returned to the US. Some of them had it pretty rough in Brazil—one speaker read something from one of the settlers (either letters or a diary, I forget) describing his life there the first few years, a very difficult life.
The stories are interesting. Over the years we have made vacation trips to a small island called Elbow Quay off Great Abaco. We have gotten to learn the long term residents whose families are almost originally from Charleston. They supported the Crown during the Revolution. The next island, Man-of-War, has a number of exiled Confederates. My daughter in law have ancestors who migrated to Michigan from Canada in the late 1800s. They were originally from Massachusetts, again Loyalists who went to Canada when we gained independence.