Veil

Your Veil data directory stores your blockchain cache, configuration files, and wallet.dat file. By default, it is located in the following locations for each Operating System

Windows

Go to Start > Run > 

%APPDATA%\Veil

(or just enter the above path in explorer)

or C:\Users\%username%\AppData\Roaming\Veil

(Hidden folder "AppData" - How to view hidden folders on Windows)

OSX (MacOS)

Open a finder window, select the "Go" dropdown menu. In this menu press the "Go to Folder..." option. In the window that opens type: 

~/Library/Application Support/Veil 

If the folder cannot be found repeat the steps and enter: 

~/.veil

~/Library/Application\ Support/Veil
(/Users/YourUserName/Library/Application\ Support/Veil)

(How to view the hidden folder on OSX)

Linux

~/.veil

(Hidden folder in your home directory ".veil" - control+h to display in the GUI, ls -a to display in terminal)