Act fast
Stop writing to the drive immediately. Every new file written can overwrite deleted data. Do not save recovery software to the same drive you are recovering from.
Recuva (free)
Download Recuva to a USB drive. Run with Deep Scan enabled. Filter by file type. Green items are fully recoverable; orange are partially recovered; red are overwritten.
Previous Versions / Shadow Copy
Right-click the folder where the file lived → Properties → Previous Versions tab. If System Protection was on, copies may exist here — no extra software needed.
TestDisk for partition loss
If a whole partition disappeared (accidental format or partition deletion), TestDisk (free, CGSecurity) can rewrite the partition table and restore access to all files intact.
Recycle Bin edge cases
Files deleted with Shift+Delete bypass the Recycle Bin. Files deleted from network drives also skip it. In both cases, go straight to Recuva.