MacBook Pro was stolen. Find my Mac detected in another city. Initiated remote wipe from Find My Mac on iCloud and received confirmation e-mail saying that it is erasing. However the MacBook Pro still show as device on Find My Mac on iCloud with no location, but still have option to remote wipe. Does this mean the remote wipe was not successful?
Sounds like the their caught you in action of wiping it and interrupted the process, likely forever.
No confirmation that the erase occurred
This can occur if your device has been offline since the erase request was sent. See the General Issues section above for more information. Once an Erase has successfully been initiated, you will receive a confirmation email at your primary Apple ID address.
I found my device after an Erase
If this occurs, wait for the Erase to complete (during the erase, an Apple logo will be visible on iOS devices whereas a Mac will show a lock screen with a passcode prompt). After an iOS device erase is complete, connect it to your computer and restore from a recent backup using iTunes or restore from an iCloud Backup. If a Mac was erased, you will need to enter the passcode that was set when the erase was sent in order to re-install OS X Mountain Lion or Lion from the Recovery partition. Once OS X Mountain Lion or Lion is installed, you can restore from a Time Machine backup if possible.