Created Feature Class temporary by default, need to save the mxd to keep it from being gone...
Run the tool again. In your Table of Contents, click on the button at the top to list contents by source (normally the second button). Look for your new feature and note the source path.
If the data is not saved in the database you are working on the feature is either being created “in-memory”, scratch workspace or in your default GDB depending upon which version of ArcGIS you are using. Since the data persists if you save your MXD, which only saves the reference to the data, I would guess it is one of the later possibilities. You may need to modify your Python script to include setting the arcpy.env.workspace as part of your code prior to outputting the new feature class. General use of this setting are noted below but will be dependent upon your custom code.
# Get the current workspace
current_Workspace = arcpy.env.workspace
# Set the workspace environment to local file geodatabase
arcpy.env.workspace = "C:/data/base.gdb"
#set to SDE file
arcpy.env.workspace = r"c:\data\base.sde"If you find the data is being saved in the database you are working on, simply add it back into your MXD using the Add-data button and navigate to the path shown in the TOC next time you need the data. The MXD only stores a reference to the data not the data itself. The data is stored in shapefiles, GDBs, enterprise databases, etc. that are added to a MXD for display.
