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 encumbrance. "Clothes" here means the "outer" garment, commonly laid aside when men worked or ran. See the notes at Matthew 5:40.
These directions were followed. It is said that the Christians, warned by these predictions, fled from Jerusalem to Pella, and other places beyond the Jordan; so that there is not evidence that a single "Christian" perished in Jerusalem - Eusebius, Hist. Eccl., lib. 3 chapter 6.

Neither let him which is in the field return back - Because when once the army of the Romans sits down before the city, there shall be no more any possibility of escape, as they shall never remove till Jerusalem be destroyed.

Neither let him which is in the field return back to take his (g) clothes.
(g) This is a sign of how great the fear will be.

Neither let him which is in the field,.... Ploughing, or sowing, or employed in any other parts of husbandry, or rural business,
return back to take clothes; for it was usual to work in the fields without their clothes, as at ploughing and sowing. Hence those words of Virgil (e).
"Nudus ara, sere nudus, hyems ignava colono.''
Upon which Servius observes, that in good weather, when the sun warms the earth, men might plough and sow without their clothes: and it is reported by the historian (f) of Lucius Quinctius Cincinnatus, that the messengers who were sent to him, from Minutius the consul, whom he had delivered from a siege, found him ploughing naked beyond the Tiber: not that he was entirely naked, but was stripped of his upper garments: and it is usual for people that work in the fields to strip themselves to their shirts, and lay their clothes at the corner of the field, or at the land's end; and which we must suppose to be the case here: for our Lord's meaning is not, that the man working in the field, should not return home to fetch his clothes, which were not left there; they were brought with him into the field, but put off; and laid aside in some part of it while at work; but that as soon as he had the news of Jerusalem being besieged, he should immediately make the best of his way, and flee to the mountains, as Lot was bid to do at the burning of Sodom; and he might not return to the corner of the field, or land's end, where his clothes lay, as Lot was not to look behind; though if his clothes lay in the way of his flight, he might take them up, but might not go back for them, so sudden and swift should be the desolation. The Vulgate Latin reads, in the singular number, "his coat"; and so do the Syriac, Persic, and Ethiopic versions, and Munster's Hebrew Gospel; and so it was read in four copies of Beza's, in three of Stephens's, and in others; and may design the upper coat or garment, which was put off whilst at work.
(e) Georgic. l. 1. (f) Aurel Victor. de illustr. viris, c. 20.