Dad never went walkabout over it, but he has often been concerned that he's not in his own home.
I've found various strategies helpful. For a long time I found it was particularly a problem when he was sundowning and I would get him to look at furniture around him that he remembered from his youth (he has a couple of very distinctive items from his twenties).
These days, if he is too confused to understand he's in a nursing home (which, when I explain it, he does mostly take on board long enough to stop panicking, albeit not long enough to remember the fact), I find an alternative is to imply that it's a hotel or B&B. Phrases such as "you're staying here" if used in a manner to imply the stay is temporary, can help to quell the desire to wander. Now he's in a home, he can then be diverted into reminder there's a mealtime coming up and how it's all included (i.e. don't worry about money) and how if he's not up to going to the dining room, the chef (not cook, it's got to sound hotel-y) will send up room service.
However, although it never turned out to be necessary, I did brief owners and residents of his previous houses about him. I made sure they had my details and those of the local taxi company he used and that they knew that the taxis would take him home, call me, and trust me to take the money plus a bit extra to their office later.
I briefly used the strategy of telling him he was staying with me (i.e. the house looked unfamiliar because it was mine not his) and appealed to his parental generosity to stay a few days because I was under the weather. It worked, but in his case not as well as the other strategies. Horses for courses.