There are a few common locations in windows where programs might store their installers
Temp - both system and user
config.msi - hidden folder that may found in the root directory of your system partition. usually used by programs that use microsoft's installer.
msocache - hidden folder created by MS office during installation.
local settings/application data - a hidden folder found in your user account.
Downloaded Installations - a Windows folder used by some programs to store their installers.
$hf_mig$ - a hidden Windows folder that contains a copy of all the updates the OS has installed