You could start by indicating the filesystem that the files were on.
Then search on Google with that filesystem (e.g. fat32 or ext3) and the terms "undelete".
If another process doesn't have a lock on the file, then a program will need to locate the file from the filesystem and attempt to recover it. Such a program needs to understand the filesystem to be able to do this.
If the files are very important, you may want to create an image of the filesystem while it is off-line and then try to recover the files from the image file. This will prevent further writes from overwriting files.
If they were older files, the easiest way to recover them is by restoring them from your last backup.