In Book 4 of the Odyssey, <PERSON> mentions a few details of his voyage home, during his conversation with <PERSON>:
"I was trying to come on here, but the gods detained me in Egypt, for my hecatombs had not given them full satisfaction, and the gods are very strict about having their dues. Now off Egypt, about as far as a ship can sail in a day with a good stiff breeze behind her, there is an island called Pharos- it has a good harbour from which vessels can get out into open sea when they have taken in water- and the gods becalmed me twenty days without so much as a breath of fair wind to help me forward. We should have run clean out of provisions and my men would have starved, if a goddess had not taken pity upon me and saved me in the person of <PERSON>, daughter to <PERSON>, the old man of the sea, for she had taken a great fancy to me.
Source: The Odyssey, Translated by <PERSON>
If there was an epic focused solely on <PERSON>, I'm afraid it didn't survive. His reunion with <PERSON>, however, and the couple's escape from Egypt is chronicled in <PERSON>' drama Helen. The play builds upon the version of events told by <PERSON> (Histories, Book 2), in which the real <PERSON> was in Egypt during the entire Trojan War.
Here's an excerpt from <PERSON> translation:
<PERSON>
What can I think or say? For after my previous troubles, this is a fresh piece of ill-luck I hear, if, indeed, after recovering my wife from Troy and bringing her hither, and putting her for safety in the cave, I am then to find another woman living here with the same name as my wife. She called her the begotten child of <PERSON>. Can there be a man that hath the name of <PERSON> by the banks of Nile? The <PERSON> of heaven is only one, at any rate. 72
Where is there a Sparta in the world save where Eurotas glides between his reedy banks? The name of Tyndareus is the name of one alone. Is there any land of the same name as Lacedaemon or Troy? I know not what to say; for naturally there are many in the wide world that have the same names, cities and women too; there is nothing, then, to marvel at. Nor yet again will I fly from the alarm a servant raises; for there is none so cruel of heart as to refuse me food when once he hears my name. All have heard of Ilium's burning, and I, that set it ablaze, am famous now throughout the world, I, <PERSON>. I therefore wait the master of this house. There are two issues I must watch; if he prove somewhat stern of heart, I will to my wreck and there conceal myself; but if he show any sign of pity, I will ask for help in this my present strait. This is the crowning woe in all my misery, to beg the means of life from other princes, prince though I be myself; still needs must I. Yea, this is no saying of mine, but a word of wisdom, "Naught in might exceedeth dread necessity." 381