Every know and then I accidentally delete files and later on find out that I still need them. I configured my trashcan to hold no files at all, which means files that I delete are gone by normal means and can't be recovered that easily anymore.
If you do the same, a program like Data Recovery might come in handy. It may also come in handy if you use the recycle bin, but cleared it recently but need to get some of the files back that you deleted by doing so. The tool works with Fat 16, 32 and NTFS file systems, is of course free to use and can be run from an USB flash drive, the computer's hard drive and even a CD or DVD you burn it to.
Another key feature besides the option to scan for deleted files to recover them is the ability to search for special strings on a selected hard drive to recover documents that contain it. Say you deleted a Word document called mortgage.doc or an Excel spreadsheet named finances.xls and want to recover it. You can enter any term that you can remember that was included in those files to try and find that particular file on your hard drive.
Pretty useful if you ask me, it's in no way a substitution for professional recovery tools but works well for the purpose it was designed for.
Update: The data recovery program has been discontinued by its developers. I have reviewed several alternatives in the past. This includes the free file recovery software Pandora Recovery which scans a hard drive or other storage devices for deleted but still recoverable files. Pandora Recovery is definitely one of the easiest to use programs of its kind. It comes with a filter that you can use if you are looking for a specific file or folder that has been deleted either accidentally or by malware.
Alternatives are Recuva, another easy to use program to recover deleted files. Both programs are available for free. You may want to create an image of the storage device first to work with that image and not the original drive. This is done to preserve the integrity of the data and make sure that no new data is written to the drive in the meantime.