Balthier walked back into the castle, to the dining room in the right wing. Sitting down at table, Balthier clapped his hands together to call one of the servants over. "A bottle of your finest wine for me and my companion." Nodding, the servant went off to fetch the bottle. Leaning back in the chair, sitting cross-legged, Balthier waited for the servant to return. Eventually, the servant returned, he placed the bottle along with two glasses made of crystal on the table. After some persuasion, Balthier conviced the servant that guests of the king surely didn't need to pay for their drink. The servant wasn't quite convinced, but eventually left anyway. Cracking a roguis smile, Balthier uncorked the bottle and filled his glass. "Help yourself." He then said to Rex after taking a sip.
OoC @Slenn: It was never stated what the party did after Kefka's fall. Though it's safe to assume Terra returned to the orphans in Mobliz.
Also, Relm and Magus probably returned to Thamasa. Mog and Umaro to Narshe and Gogo to the belly of the Zone Eater.