After Nellie Oleson and Percival Dalton get married on the show, they still appeared semi-regularly as part of the cast in multiple episodes. But after the birth of their two children, Jennifer and Benjamin, they moved to New York where Percival was going to join his family’s business by running their store there, after Percival’s father passes away in the episode The Reincarnation of Nellie Part One.
The character of Nellie makes a final appearance, without Percival, during a visit home in the episode aptly titled The Return of Nellie.