Macromedia Flash Player files

Typically, if you're running Windows, they will be found in:

%systemroot%:\Documents and Settings\{username}\Local Settings\Temporary Internet Files

Where "%systemroot%" is the machine's root drive, the drive on which Windows is installed, and "{username}" is your Windows login ID.

The file types usually will be either .swf (Shockwave Flash) or .flv (Flash Video). It should be noted, however, that other, unrelated applications may use the same file extensions for different purposes (for instance, a .swf file could be associated with a gaming device such as a joystick or gamepad), so it helps to know what you're looking for and where to look for it.

Also, if you are running Windows, bear in mind that "typically" not infrequently equates better to "in situations other than the one I'm dealing with at the moment".