Adam Clarke on Psalms 85:4

Turn us, O God of our salvation - Thou hast turned our captivity; now convert our souls. And they find a reason for their prayer in an attribute of their God; the God of their salvation. And as his work was to save, they beg that his anger towards them might cease. The Israelites were not restored from their captivity all at once. A few returned with Zerubbabel; some more with Ezra and Nehemiah; but a great number still remained in Babylonia, Media, Assyria, Egypt, and other parts. The request of the psalmist is, to have a complete restoration of all the Israelites from all places of their dispersion.