Are you on v 1.5.3? Or started on 1.5.3?
Have you done 'caravan ambush' quests from either Marunath/Car Benseth or both?
There's a known bug (reported fixed in 1.5.4 beta) where the caravan just stayed in the destination town once the quest had finished. Not quite forever - they will disappear if the town is taken by another faction. I know the caravans stayed there in a game upgraded from 1.5.3 to 1.5.4, but haven't done enough of the quests in a fresh 1.5.4 game to say it's definitely fixed or not.