It's not really deleted. It's just marked as ready to be writtten on by anything that come by!
Ive talked with a high ranking employe on rogers at"@t. He told me that in general those deleted messages are being archived then sent to the Service provider wich then hand it over to the NSA in a "Global data mining opp." The master program is know as "ECHALON".
There are various types of phones that operate differently in the message section. Some phones have applications that can allow you to restore an item after deleting it. But most of them don't have a specific location where these messages go.