I selected the photo in bridge and then used a drag and drop method to move it. It all went well except in two instances.
I always use the drag and drop method and if it goes wrong I usually are to fast and don't wait for Bridge to have completed or I did not point to the correct folder.
Without knowing what system you are on and what version of bridge you are using I agree with Curt that the files must be somewhere on your system (also check the Bin) and you better use a dedicated system search for it.
And what is "group.it"? If I do a google search it stops without result and group.it also has not understandable or related results?