Short Answer: Nowhere, it is still there.
Explanation: Do they just wiped out, do they go off somewhere where you can never get them back or do they send it to the Obama so he can see them:) Well, the answer is your computer doesn’t delete anything, they are right there in your hard disk.
When you delete a file you just change a pointer to new address on your hard disk. Pointers are a special type of data that points to the location (Track/Cylinder/Sector of hard drive) where the actual file is stored. Large files are usually stored in multiple locations. When you open a file, the hard drive follows the pointer to present the data.
The file is never erased, it is present physically on your hard disk. But the address where file is located is made available for the next read/write operation.
You can get those files back using special software, unless the location has been overwritten. Although, overwriting doesn’t guarantee that your files are gone forever. Organized criminals in Ghana have managed to recover confidential data from dumped electronic wastes. So if you are working for any secret agency, it’s better to destroy your hard disk rather than throwing it away.