Albert Barnes on Matthew 24:18

Return back to take his clothes. His clothes which, in working, he had laid aside; or which in fleeing he should throw off as an incumbrance. Clothes here means the outer garment, commonly laid aside when men worked, or ran. Mt 5:40.

These directions were followed. It is said that the Christians, warned by these predictions, fled from the city to Pella, and other places beyond Jordan; so that there is not evidence that a single Christian perished in Jerusalem. Eusebius, Hist. Eccl., lib. 3, ch. 6