That's the case of the data loss. The general case has ended, now we're talking Windows. Now let's have a look at the odd case:
If you see the disk space is used, don't worry your files are there itself. Two reasons:
1. You have unknowingly made files hiddenOpen Folder option from Organize>Folder Options or from Control Panel. In View tab, click on Show hidden files and click Apply. I hope you have got the files now. Read my guide on advanced hiding for more details: "How to Lock Files N’ Folders Safely in Windows without Third Party Software".
2. Sad Truth: Your PC is virus infectedIf you still can't find the files in your removable media, your computer may be infected the "Folder Thief"(I don't know the name really). It's a crazy little virus. It spreads through removable media. It is an absolute disaster. After you are infected, you will see the folder in your removable media as executable files. When you click on them, the folders will be opened normally (looks normal). But if you delete that files, you can no longer view your files. Those files are hidden in your computer. The virus creates its copies in the name of the folders and opens the hidden folders for you. First you have to get rid of this madness.
Virus Removal (skip this if you don't want to)I recommend Malware bytes Anti-malware. The installation file is really small like 10 MB or something, so it's download friendly. It is available in free and pro versions. The free version is going to be enough for you. Don't use pirated softwares, they also comes with free viruses. I don't know which other anti-virus programs can remove it. Download Malware bytes and run a full scan. Don't forget to select your removable media to scan. Now remove all threats found. It will ask you to confirm for restart. Restart your computer. Now you have gotten rid of the virus. Yeah!
Little note to the skippers: If you skipped the above step, I assume you're in a hurry or the computer is not yours! If you want to get those files fast, just plug in that removable media to a non Windows computer and you can view all your files.
Removing its effectsGo to Folder options>View tab. Now enable "Show hidden files". Then disable "Hide protected system files". Now open your removable media and you will see your folders grayed out. Open those folders and cut all your files or folders out of them. Then you can delete those folders. There it is, solved.
About the virus: I don't know what it does really. But one thing I know is that it adds the system file attribute to files, making it hidden. If you know more about the virus, share the knowledge in the comments.
I love doing this. Experimenting with my computer, and helping others! If you have any trouble following these steps throw a comment down there and I'll get you an answer ASAP.