The party scene in The Dark Knight never revealed what happened to the Joker, but that explanation can be found elsewhere. 2008's The Dark Knight pit Batman (Christian Bale) against a new, unpredictable villain known only as the Joker (Heath Ledger). Hired by Gotham City's mob bosses to fight back against the Batman, the Joker soon proves to be more than even the hardened crime lords of Gotham had bargained for.
The party scene at Bruce Wayne's penthouse apartment is one element of the film that's been examined extensively. Not just for Ledger's chilling performance as the Joker, but for an unresolved plot hole. Specifically, after Batman arrives to fight the Joker and his goons, he leaps from a window to catch Rachel Dawes (Maggie Gyllenaal) after she's pushed out by the Joker. Though Batman succeeds in catching her, the movie never addresses what happens with the Joker back at the party several stories above.
As it turns out, there is an answer to this question in The Dark Knight's novelization, but it's not as dramatic as one might expect. Written by famed comic book writer Dennis O'Neill, the novelization includes a passage after Batman's rescue of Rachel that reads "Batman and Rachel stood almost completely hidden under a shop awning and watched a black SUV speed away. Almost certainly the Joker's getaway car..." In a nutshell, the Joker simply fled the scene after Batman's rescue of Rachel.
While this might seem like a tepid explanation, the Joker was extremely methodical and calculated in The Dark Knight. While he made the promise that Gotham citizens would die every day that Batman refused to unmask, he was also targeting key individuals at this point in the story. These included Gotham City judges, Harvey Dent (Aaron Eckhart), Rachel, and the then-current police Commissioner Loeb (Colin McFarlane). The Joker's killings at this point in the movie, far from being random murders, are strategic and intentional efforts to draw as much media attention as possible.
Only when the Joker finally usurps the mob as Gotham's true villain does he cast the net wide and declare, "Come nightfall, this city is mine, and anyone left here plays by my rules." Though the Joker's attacks look like a killing spree to the naked eye, he's out to prove that people will turn on each other when their lives are at risk. During the party scene, he's still in the early phase of what he's set out to do. Though he could easily have slaughtered the remaining partygoers in Batman's absence, he isn't killing people purely for the sake of doing so. The Joker knew what he wanted in The Dark Knight, and sticking around at the party wasn't "part of the plan".