why do some songs I delete from itunes go to recycle bin and some don't, they just disappear so I have no way of changing it?

I accidentally erased a song. I went to the recycle bin but it wasn't there. I've noticed for some time now that I can delete one song and it automatically goes to the recycle bin and other songs just seem to disappear into thin air, have no idea where they've gone. Is there anyway to finding this song I lost?