Summary: Even with the Recycle Bin to protect you, it's not uncommon to need to recover files that have been "permanently" deleted. Recuva gives you a chance.
As you might expect, I have a small collection of useful tools that I keep available for assorted system maintenance and troubleshooting tasks. However, for the longest time I haven't really carried a file un-delete utility with me. Not because there aren't some good ones out there, but more because I never really got comfortable with any of the ones I had tried. I certainly was not comfortable enough to recommend any.
I recently discovered Recuva, which I just added to my toolkit. It's free, it's easy to use, and it's from the same people that bring you CCleaner, which gives added credibility.
When you delete a file, the contents of that file are not necessarily immediately overwritten or removed. Instead, the space used by that file is marked as "available" so that it can be used the next time data is written to the disk. As long as that doesn't happen and the old data is not overwritten by something new, there's a chance you can recover the file.
This is where utilities like Recuva come in. They scan the available space and the control information on the hard disk to identify files that might be recoverable.
Recuva starts with a Wizard that allows you to specify what drives to scan, and what classes of files to look for. Let's say you just deleted a picture on your flash drive by mistake, you can tell Recuva to scan all the removable media for pictures, and it'll do exactly that. Or, you can dive right into the programs advanced interface and have it scan a specific drive you specify, and then filter the results based on type or name.
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Here's an example of the result of scanning my C: drive, and then restricting the list to "Pictures":

You can see I have a file selected in the results list of deleted files, and the preview tab is showing what that file contains. I can then select that file's checkbox, press the Recover... button and the file will be undeleted.
Note the green and red indicators next to the filenames. Based on the analysis that Recuva did to locate potentially recoverable files, it's indicating which are likely to be recovered intact based on none of its "available" space being actually overwritten by other files. Green, naturally, indicates that the file is likely to come back unscathed. Red, as you might guess, indicates that the chances are low. There's also a yellow indicator not present in this example that would indicate that the file may be recovered, but with some damage to its contents.
One of the problems with a file recovery utility like this is the sheer volume of files that show up as potentially recoverable. In the scan of my hard drive, for example, over 15,000 files showed up in the results list. This is typically due to active browser caches which are constantly adding and deleting files as you surf the web. Recuva does a nice job of not only allowing you to filter by type, but by filename as well. In fact, if you start typing a filename in the filter box (the box with "Pictures" in it in the example above), the results list will be filtered as you type, showing you only files that match whatever you've typed so far.
By the way, there's a lot more information available in the results window than appears by default. If you widen the window:

You'll find "Filename", "Path", "Last Modified", "Size", "State" and Recuva's own "Comment" field telling you what the file might be overwritten by. Click on any of those column headers, and you can sort to see, for example, the files you changed most recently, or organize the Paths to make it easier to locate the file you're looking for, or more.
There are additional options, as you might imagine.
For that all too common case of simply trying to recover a file that's been deleted, Recuva is now my choice.
I recommend it.
Related:
Why can't I undelete these files? Deleting a file doesn't necessarily remove the data from disk. It then becomes a race to recover it before it's overwritten by something else.
I deleted a file by mistake - can I get it back? It is sometimes possible to recover an file deleted by accident. Stop using the disk, check your recycle bin, and perhaps pull out an undelete utility.
I accidentally deleted my Recycle Bin, but got to thinking: do I even need a Recycle Bin? The Recycle Bin is a convenient safety net for accidental deletions. The cost is low, and the value can be very high. But it's not required.
Article C3605 - December 29, 2008
Yes, if anyone cares to ask me, I also recommend this software.
Another endorsement from me.
A good chance to wish you a Happy New Year while I'm at it.
Posted by: Just J at December 29, 2008 9:43 AMAll the best, Leo.
J.
One problem -- which I just discovered -- is that when you install Recuva it may overwrite the files you want to recover! Better to install it now in case you need it in the future.
Posted by: John Douglas at April 23, 2009 11:42 PM