Whenever I delete a file to Trash, it doesn't show up in Trash. Can anyone tell me why this is??

Whenever I delete a file to Trash, it disappears from my computer without me having emptied the Trash. I'm concerned that they're in a hidden cache somewhere taking up space on my disk. When I choose to delete a file, Finder asks me for my password, the 'screwing up the paper and thowing it in the bin' noise happens, and the file just disappears. Can anyone give me advice about why this has started happening?