The Vim Info File

Vim serializes a bunch of useful information as you edit files, jump around, and execute commands. This is so that vim can recall this information in between sessions. Vim creates a Vim Info file (~/.viminfo) in your home directory which it uses to enhance your long-term experience with the editor. File marks, registers, command and search history, and jump history are some of the more interesting things that vim stores there.

Read more about it at :help viminfo or just take a look at the file with vim ~/.viminfo.