It doesn't go anywhere; it's deleted. The same thing happens in Windows if you use "del" from the command line.
Some of the file's data
may be recoverable, but it's unlikely. It depends on what filesystem you're using, and how the system has been used since the file was deleted. If you're using ext2fs you
may be able to recover your file; see
here. It's some major dark magic, though; if you're not a Linux wizard it's unlikely you'll be able to do it. If you're using the more modern ext3fs, you're pretty much completely out of luck.
Sorry for the bad news.