SQL Server 2012 Managment Studio not saving auto recovery files
According to AutoRecover information is not saved, SSMS 2012 only saves recovery files for queries that have been previously saved (which has led to some complaints). Files that have not been saved seem to get dumped in C:\Users\%USERNAME%\AppData\Local\Temp. 

So you can check: 


C:\Users\%USERNAME%\Documents\SQL Server Management Studio
C:\Users\%USERNAME%\AppData\Local\Temp


Personally I use TFS for version control on my queries and save them before every run. I've lost a fair number of queries in SSMS so I tend to be very careful.

If you can't find them on disk, there is a way to recover queries from the procedure cache as long as you catch them before they get pushed out of the cache. See also Execution Plan Caching and Reuse.