Factual error: After Zidler tells Satine that she is dying, he is seen walking up a stairway past some sewing women. In an overview of the stairs, a stage light to the left has about a dozen or so frosted light bulbs in it. Frosted, tungsten light bulbs were not invented until the mid-to-late 1920s. Any electric light in 1900 would have had clear, carbon-filament bulbs. And no, those are not glass shades over the bulbs.
Factual error: According to the "Eyewitness Travel Guides: Paris" of 1993, the Moulin Rouge only started to be a dance saloon in the year of 1900. When Ewan McGregor arrives in Paris in 1899 the dance saloon is open.
Answer: He wallows in self-pity for a while, then eventually begins to write their story. There's no indication that he has any further links with the Moulin Rouge - it would probably be too painful for him. Christian actually states in the movie that the night Satine died was the last time he ever stepped foot in the Moulin Rouge.
Tailkinker ★
In what scene did he state that I'm curious.
When he talks about going back there to see if she still loves him. Right before he goes back there that last time.
When Christian sneaks back in after having been tossed out, he says he returned to the Moulin Rouge one last time.