Followers of an evangelical broadcaster who declared that Saturday would be Judgement Day are trying to make sense of the failed prediction.
Some believers expressed bewilderment or said it was a test from God of their faith, after the day passed without event.
Meanwhile, the evangelist at the centre of the claim, Harold Camping, has not been seen since before the deadline.
He had predicted that Jesus Christ would return to earth on Saturday.
True believers would then be swept up, or "raptured", to heaven, he had pronounced.
The 89-year-old has used broadcasts on a Christian network and billboards to publicise his ideas as part of a campaign that went global.
He said biblical texts indicated that a giant earthquake on Saturday - which he said would begin at 1800 at various time zones around the world - would mark the start of the world's destruction, and that by 21 October all non-believers will be dead.
Robert Fitzpatrick, a retired transportation agency worker in New York, said he had spent more than $140,000 (£85,000) of his savings on advertisements in the run-up to 21 May to publicise the prediction.
After 1800 passed and nothing had happened, he said: "I do not understand why... I do not understand why nothing has happened."
"I can't tell you what I feel right now. Obviously, I haven't understood it correctly because we're still here."
Other followers said they had had their doubts about the prediction.
"I had some scepticism but I was trying to push the scepticism away because I believe in God," said Keith Bauer, who travelled 3,000 miles (4,800km), from Maryland to California, where Mr Camping's Family Radio is based, for the Rapture.
"I was hoping for it because I think heaven would be a lot better than this Earth," said Mr Bauer, a tractor-trailer driver, who took the week off work for the voyage.
Other followers said the delay was a further test from God to persevere in their faith.
'No Plan B'
US media reported that there has been no sign of Mr Camping since the prediction turned out to be false, while calls and e-mails to Mr Camping's Family Radio went unanswered on Saturday.
The Washington Post reported that suicide prevention hotlines were set up in case believers fell into depression after the apocalypse failed to happen.
A group from the Calvary Bible Church in Milpitas, California, organised a Sunday morning service to comfort believers in Mr Camping's preaching, the New York Times reported.
"We are here because we care about these people," the newspaper quoted James Bynum, a church deacon, as saying. "It's easy to mock them. But you can go kick puppies, too. But why?"
Many Christian groups however dismissed Mr Camping's ideas, with some describing him as a "false prophet".
US atheists held parties to celebrate the failed prediction, while a group of non-believers gathered outside Mr Camping's Family Radio International headquarters in Oakland, California, as the deadline passed.
"It was probably one of the saddest things that I'd ever read, the idea that there's kids out there whose parents spent their college savings funds, who sold their homes," one woman told the BBC.
Earlier, Mr Camping has said he knew "without any shadow of a doubt" that "judgement day" was arriving, and said there was no "Plan B".
He has predicted an apocalypse once before, in 1994, though followers now say that only referred to an intermediary stage.