How do I recover files that have been deleted but were not in trash

I was just going through my files and deleting old ones but once I had emptied the trash a number of other files are now gone.
These files were not selected and were not even in the trash folder, but they are still gone.
Any idea on how this happens and if its possible to recover them? They were not overly important but its still an inconvenience. And no they were not backed up. All constructive suggestions welcome. Cheers

Recover them from your Time Machine backup.  If you don't have a Time Machine backup then now is a good time to create one.  You could lose files or the entire disk at any time.  Your data is much more valuable than the $75 hard drive you will need for a Time Machine backup.
For more about backups:
Time Machine Basics: http://support.apple.com/kb/ht1427
Most commonly used backup methods: 
https://discussions.apple.com/docs/DOC-3045
Methodology to protect your data.  Backups vs. Archives.  Long-term data protection:
https://discussions.apple.com/docs/DOC-6031
PlotinusVeritas gives some great suggestions for purchasing external hard drives in this thread:
https://discussions.apple.com/thread/5602141?tstart=0

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