By default, when creatures die, they go to their owner's graveyard (which in case of Villainous Wealth is your opponent). Some effects may change this though. For example, if said creature was reanimated with Whip of Erebos.
November 20, 2014 6:10 p.m.
It goes to its owner's graveyard. From the Comprehensive Rules:
701.6a To destroy a permanent, move it from the battlefield to its owners graveyard.
November 20, 2014 6:12 p.m.
To add, this remains true no matter where the creature was cast from, barring any effect that states otherwise.
November 20, 2014 6:26 p.m.
@CrazyLittleGuy: That's not the most relevant ruling you could have quoted. 400.3 is more applicable.
400.3. If an object would go to any library, graveyard, or hand other than its owner's, it goes to its owner's corresponding zone.
November 20, 2014 9:13 p.m.
@Epochalyptik Unfortunately, 400.3 doesn't particularly help to clarify that it would go to the graveyard instead of back to exile. I picked 701.6a since I felt it covered all instances of permanent destruction, regardless of past zones. Neither one is quite right though for the purpose of both halves of OP's question. I mean, there's no rule that states "If a permanent was cast from exile, upon destruction it does not go back to exile but rather its owner's graveyard." So I thought I used the next best thing.
November 21, 2014 10:59 a.m.
Fair enough. In that sense, you're accurate.
There's no specific rule stating that spells cast from exile do not return to exile if they would leave the stack (instants/sorceries) or battlefield (permanents) because the zone of origin has no impact on how a spell or permanent is treated unless otherwise specified by an in-game effect.