Lost file when moving it to a "All My Files" Finder window By mistake, I moved a file in to a Finder window that I previously did a search in, so it was open on "All My Files" which is not really a folder.  Yet when I moved the file in to this Finder window, the file disappeared from its original location.  Now when I search for the file I cannot find it..

What happened to it?
The file most assuredly ended up in your home directory somewhere.  I was able to replicate your problem and the file I dropped there ended up in my Documents directory.  

If you don't see it in Documents, try searching for the file by name with Spotlight. Lastly, if that doesn't work, try issuing the following command in Terminal.app:

find $HOME -name "filename"