George H.W. Bush and Barbara Bush depart the U.S. Capitol from the East Front on January 20, 1993.
After the inauguration ceremony, the outgoing President and First Lady leave the Capitol to begin their post-presidential lives. In recent years, the new President and Vice President have escorted their predecessors out of the Capitol after the swearing-in ceremony. Since Gerald Ford's departure in 1977, the former President and First Lady have left the Capitol grounds by helicopter (weather permitting). The new President and Vice President then return to the Capitol Building for the inaugural luncheon hosted by the Joint Congressional Committee on Inaugural Ceremonies. This peaceful transfer of power is not as common as one might think amongst many countries in the world.
http://inaugural.senate.gov/history/daysevents/departure.cfm