Hope for the hopeless
When Microsoft added the Recycle Bin to Windows for holding erased files for up to a month, external devices tended to be read-only, such as CDs. There was no need for the Recycle Bin to support them. But then read-write media became uber-popular, like USB thumb drives and SD cards. (External hard drives do get the Recycle Bin's safety net.)
Microsoft isn't known for keeping up with the times. When we erase files by accident from today's most common types of external media, like precious photos from an SD card, they are not moved to the Recycle Bin; they are erased -- as my daughter-in-law found out last week.
Now even Microsoft's own Surface tablets suffer, because we're not going to rely on external hard drives to expand storage; instead, the tablet's microSD slot is the only practical option.
My Surface-class Sony Tap 11 tablet comes with a 128GB solid-state drive. The operating system uses half of the storage space for itself. To double the 64GB of available space, I added a 64GB microSD card. I redirected the Libraries folder to look for photographs, movies, documents, and music on the "external" drive.
But if I accidentally erase a file from that "internal" external drive, it is gone. There is no retrieval from the Recycle Bin for something so closely tied to the hardware and the operating system. Windows 8.x continues to endanger our files.
Saving Us from Microsoft's Recycle Bin Failure
When my son called to ask if the erased photographs (of his first daughter's first weeks) could be recovered, I told him to pull the card and bring it over to me. Files that are erased can be recovered, but only if the storage device is no longer used.
This is why: Most operating systems don't erase files that we "erase." Instead, the files are renamed so that (a) they can be recovered and (b) they are hidden from us, but the operating system knows it can eventually write over these files. Recycle Bin is Microsoft's half-hearted attempt at making file recovery user friendly.
When my son brought over the SD memory card, I used Pandora Recovery to copy the (hidden) files from the memory card onto my computer's hard drive. The files were now safe. The names of recovered files begin with an underscore ( _ ) and so you may need to rename them. I then copied the recovered files back onto the SD card, and gave it back to my son.
I also installed Pandora Recovery on my Sony Tap 11 to recover files I might erase by accident from the 64GB microSD card.
There is one limitation to Pandora Recovery that you should be aware of: it does not handle storage media formatted with exFAT, so you'll need to use NTFS for large memory cards.
Download the free software from http://www.pandorarecovery.com