If you want recovery data from windows, hard drive, pendrive, SD card so try this software :- http://www.undeletepcfiles.com/
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The last time I tried this I found they'd been corrupted beyond repair rather quickly: avoid all write to disk operations where possible until you download something. Hmm, but doing that might overwrite them... L
PC or Mac? What OS? How did you delete them? Did you look in the recycle bin? Don't write anything to that hard drive. Using another computer download an undelete program and put it on a thumb drive. Run it from the thumb drive on the computer where the files were deleted and if they are still there you might get them back.
"file recovery shareware" is what I'd look for.Here's one that looks good. Active@ undelete. Good luck.
On what? A computer? Xbox 360? You need more details.