NTFS supports junctions. Junctions are a link to folder in a different location than you currently are.
For most intends and purposes Junctions can be very helpful with saving storage space, as now you have one location where files are stored, with more than one way of accessing these files.
However, if you don't know you are working with junctions ('My Documents' folder is a junction) you have a problem and it appears data is gone from 2 folders. But rest assured, you have thrown the files from just one location.
2 My documents folders, deleted one, both gone! How to recover files?A decent file manager (Directory Opus in the example image) indicates if you are working with a junction or folder.
Whatever you do, do not restore the files you want to retrieve back into the folder where they came from! If you do, you are seriously sabotaging your recovery attempt!
Preferably use a different location in a different partition on the same hard disk, if you have more than one partition. If you don't, restore your files to a portable hard disk or pen drive. This way you significantly increase your chances of retrieving files you lost.
Recuva is indeed decent software for retrieval.
TestDisk is another capable piece of software, but its interface might be daunting.
UndeleteNTFS is very capable, but comes with a quite hefty price tag.