In Citadels when you destroy someone's district with the warlord it isn't clear what you do with the card. Does it return to the bottom of the district deck? This is the only other place district cards seem to go, other than player's hands and being in play.
It seems Fantasy Flight Games has never officially ruled on this, even though the question has been asked multiple times since the release of the game. However, there have been discussions from players about where the district card goes.
Board Game Geek
In this forum on BGG most people seem to agree that "Discarded/destroyed cards go to the bottom of the District (draw) deck." There is one person who says that they play with a discard pile, although a discard pile is never mentioned in the official rules.
Also on BGG, a user rewrote the character cards to "prevent ambiguity." He added this line to the Warlord:
Place the destroyed district to the bottom of the District Deck face-down.
If you scroll down through the comments, nobody challenges this even though there is discussion about some of the other reworded character cards.
The third place on BGG where this sentiment can be found is here. About halfway down, user Mark Biggar notes that cards destroyed by the Warlord are "discarded" to the bottom of the District deck. There is no dissension on this thread, either.
Fantasy Flight Games Forums
The other place I could find any mention of this was on the FFG Forums. This thread is pretty bad. It has this badly worded question (emphasis mine):
If the Warlord destroys one of your districts does it go back into your hand or at the bottom of the discard pile?
This is accompanied by a comment that doesn't really address the OP's question. This doesn't seem to really help with deciding where the destroyed district goes.
The consensus from BGG seems to be districts destroyed by the Warlord go to the bottom of the District deck. I'd go with this as the answer to your question.
The rules/cards always say to put cards back at the bottom of the draw pile. Chances of actually seeing those cards again in a single game are extremely rare. There may be one card that lets you look through the draw pile, hence, you should be able to find any cards put back there. Since the rules never mention any other piles, that means you cannot create your own piles (and in this case, a discard pile). So the debate would be if you destroy a card, does it go to the bottom of the draw pile or the box (and out of the game completely)? And with that, the general consensus and common method of play is to put the card underneath the draw pile.