Under Dana's leadership, the masked army joined in Night Vale's revolt against StrexCorp, tearing down electric fences and battling office workers. However, according to Carlos, they did not belong in Night Vale and had to return through the oak doors to the desert they came from.
Since being trapped in the desert, Carlos has spent some time with the masked army. He mentions one large warrior, Doug, and says he "must be a captain of some sort, given his size and the respect he appears to garner." He also mentions Doug's partner, Alicia, "who is not a man or a woman, and has a dog."
It's possible that this is the same masked army that previously entered Night Vale on the same day the blinking red light, mountain, and floodplain appeared and disappeared just outside of town. They passed through Night Vale on their way to attacking someone else, patronizing local businesses on the way. A few of them took a bus tour of Radon Canyon. Whether that brief visit occurred in the masked army's personal past or future is unclear.