We are also told he will return the same way he left. Rev 1 tells us that every eye will see him when he returns. Paul tells us that the dead in Christ shall rise first when he comes. He also says we will all meet Him in the air.
Ac 1:11
Which also said, Ye men of Galilee, why stand ye gazing up into heaven? this same Jesus, which is taken up from you into heaven, shall so come in like manner as ye have seen him go into heaven.
1 Th 4:16-17
For the Lord himself shall descend from heaven with a shout, with the voice of the archangel, and with the trump of God: and the dead in Christ shall rise first: Then we which are alive and remain shall be caught up together with them in the clouds, to meet the Lord in the air: and so shall we ever be with the Lord.
Rv 1:7
Behold, he cometh with clouds; and every eye shall see him, and they also which pierced him: and all kindreds of the earth shall wail because of him. Even so, Amen.
I think we can safely say none of these things have happened yet.