Highly recommended: Burned, Dropped, Drowned: HDD Recovery In Pictures. I hope that you will not encounter into such situations, though :).

Another “funny” story about hard disks: US missile launch data on eBay hard drive.

Btw, if you’re looking for good disk/file recovery software, I can recommend you Handy Recovery (this is not an advertisement!). Simple, fast, cheap, and very effective. I’ve used it (personally) several times — it really works even when most of the other similar tools fail.