I guess basically they get zapped! They've been deleted directly (& bypassing the Recycle bin.) Their skeletons will still exist on the hard disk drive however. So as long as you stop writing to the HDD (ie: close down all applications), then you can use a file/disk utility program that can unerase a file. Norton Utilities has one. There's plenty of others. I've found some free or trial versions & posted them earlier.
Do a search on the forum for unerase. Well ...
HERE.