The Escape Scroll allows you to retreat from a tactical battle. If you were out of moves on the strategic map, you'll still be stuck next to whatever you were fighting. There has also been mention that if your army leader was immobilized (webbed by a spider or imprisoned by an Obsidian Golem, perhaps a few other effects) in the tactical battle at the time of retreat, then your army will have no available movement points to run away with. As far as I know, Escape Scrolls do nothing if you attempt to use them on the strategic map.

The Recall Scroll should teleport your army back to your capitol regardless of where you are when using it, but cannot be used in a tactical battle.