In Unix-style filesystems (including on Linux), files are not really "at" any particular place. Instead, the system uses hardlinks to point into pieces of what amounts to a big blob of data. So when you create a file, you also create its first hardlink: the one which actually resides at the place where you "saved" the file. If you make more hardlinks, then as far as the system knows, the file actually exists in several places at once.
When you "delete" a file, normally you're actually only deleting the hardlink that existed at the place you specified. This is why the system call to delete files is called
unlink(). The system won't actually delete the file until there are no hardlinks left to it. But once that last hardlink is destroyed, so is the data.
So, where do files you delete go? If there are still hardlinks, they files are wherever the hardlinks you didn't delete are. If there are no hardlinks left, the files are gone.