After being freed from prison by the angel, Peter collects his thoughts and decides what to do. He must tell the brethren of his escape and then depart for a safer place. He knew it wouldn't be long before his absence would be discovered. Additionally, it wasn't just Herod and the Jewish religious leaders who were out to get him. The Jewish nation as a whole had been persuaded against disciples of Christ. Peter could trust no one in that region except the brethren. He decides to go to the home of Mary (mother of John Mark) to inform the Christians there of what had happened. Though it was dark (and perhaps the middle of the night), there were faithful followers gathered together praying for the apostle.
"And as Peter knocked at the door of the gate, a girl named Rhoda came to answer. When she recognized Peter's voice, because of her gladness she did not open the gate, but ran in and announced that Peter stood before the gate. But they said to her, 'You are beside yourself!' Yet she kept insisting that it was so. So they said, 'It is his angel.' Now Peter continued knocking and when they opened the door and saw him, they were astonished. But motioning to them with his hand to keep silent, he declared to them how the Lord had brought him out of the prison. And he said, 'Go, tell these things to James and to the brethren.' And he departed and went to another place" (Acts 12:13-17).
Although Rhoda knew the voice she had heard, the others did not believe that Peter could have been at the door of the gate. Their disbelief is rather ironic since they were offering up constant prayers on Peter's behalf (cf. 12:5)! Did they not believe God would answer their prayers in the affirmative? Or perhaps there is no irony at all if their prayers were focused not on deliverance but on perseverance and faithfulness in the face of certain death. Luke does not specify the details of their petitions on Peter's behalf so we cannot know. We do know, however, that they were more inclined to believe that Peter was dead and that his spirit or some angelic messenger was at the door instead of him in the flesh! Even in their time of many miracles, they naturally were inclined to limit God or undervalue His power to grant their desires. Sadly, many Christians do likewise today, not believing Ephesians 3:20. Rhoda should have let Peter in initially to avoid this confusion and disbelief but was so excited she neglected to do so. Peter kept knocking and is eventually let in. He doesn't want a lot of commotion or loud celebrating over his escape; he realizes he is still in danger and must not stay for long. He explains what happened and instructed them to spread the news to James (not the apostle, who had been killed earlier by Herod) and also to the brethren. He then departed, apprehensive of any type of pursuit from Herod.
"Then, as soon as it was day, there was no small stir among the soldiers about what had become of Peter. But when Herod had searched for him and not found him, he examined the guards and commanded that they should be put to death. And he went down from Judea to Caesarea, and stayed there" (Acts 12:18,19).
Once it was daylight, the prison was filled with confusion and fear regarding Peter's whereabouts. I can only imagine the consternation of the guards as they searched everywhere for him but to no avail. It was common for a soldier to forfeit his life if the prisoner he was charged with guarding escaped (cf. 16:27,28). Such was the punishment inflicted here by Herod. Some think Herod may have believed that the only way Peter could have escaped was if there was a conspiracy of some sort. He had taken extra precautions to guarantee Peter would remain in custody, but Herod underestimated the power of God! It is illogical to suspect a conspiracy among the guards to free Peter at the cost of their own lives; this was God's power at work and Herod had to know it! But, he had been embarrassed and, in a fury, he executed the innocent. He may have subsequently moved to Caesarea in order to quiet his blood-stained conscience which now had no rest in Judea.