Where are environment variables specified when .profile, .bash_login, .bash_profile cannot be found?
It sounds like you are using bash.

bash first runs /etc/profile. /etc/profile (on Mac OS X 10.6.7) runs path_helper(8) which is where your default paths get set. After that it runs /etc/bashrc which doesn't do much. Once the default configuration is set, it moves on to the user login scripts.

bash looks in your home directory for .bash_profile, .bash_login, and .profile in that order. bash will run the first of these that it finds and stop looking.