Where do files and things go after you delete them from the recycle bin?
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They don't go anywhere.
The 1s and 0s of your files are still in their original positions on the hard drive, but the record of the file and its location in the disk catalog have been erased. It's like if you get your phone service disconnected -- you're still there at home, with you telephone, but nobody can get to your because the number to reach you has been deleted.
The 1s and 0s will eventually get overwritten with other data, as the computer uses those physical hard disk locations for other data. This is why files can be recovered after being deleted, but the chance of recovery goes down over time as the disk is used. File recovery would be like going to every street address in town, even the ones that weren't in the telephone directory, and asking "What's your name and what number did you used to have before it was disconnected?" and thereby rebuilding a new phone book.
If you do a Secure Erase, then the file data gets overwritten with random bits right away.
Recovering deleted files
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The important thing if you are going to recover files is to stop using the machine. Every minute you continue using the machine increases the chance that the spaces on the disk where the deleted files are will be overwritten with other data.
You can try various software to see if the files can be recovered
DataRescue http://www.prosofteng.com/
FileSalvage (Mac) http://subrosasoft.com/OSXSoftware/index.php?main_page=product_info&products_id=1
ActiveUndelete http://www.active-undelete.com/
PCTools FileRecover http://www.pctools.com/file-recover
Recuva (free): http://www.recuva.com/
There are some websites that have tools you can try, and then if it looks like it can recover some data, you have to pay to do the recovery
VirtualLab http://www.binarybiz.com/
If all else fails, you can send your drive to a data recovery service, it will cost hundreds or thousands of dollars depending on what the problem is.
If you are going to send it out for recovery, the less fooling around with software you do with the drive on your own, the better.
Seagate Data Recovery http://services.seagate.com/consumer_solutions.aspx
DriveSavers http://www.drivesavers.com/
ActionFront http://www.actionfront.com/
TotalRecall http://www.totalrecall.com/