What happens when a file download is cancelled?

I have often wondered this. If I attempt to download a large file, but get bored half way (let's say 50% downloaded) through and cancel the download, what happens to the 50% of the data that was "downloaded"?

I'm assuming you're talking about downloading a file from a website with a web browser here. Mainstream browsers like Firefox, IE, etc. store these files in a cache which will be cleared eventually. So, there is a chance parts of the canceled download remain on your computer in the browser cache, but they will be deleted eventually. If you wish you can force the browser to clear out the cache so nothing remains.