Random Question Regarding File Locations

So I watched Mr. Robot recently, absolutely love it. Not here to argue about what they got right or wrong in terms of hacking, frankly I know very little about that world.

One thing did stand out though, everything he did was on peripherals, flash drives, sd cards, etc. Which brings me to my random curiosity of the day. If something is saved directly from an online source to a portable media, ie thumb drive, sd card, ext hdd, does it still leave a footprint on the operating systems hd. For example, I i had firefox open, and had a pic on a webpage, and used 'save as' and chose to save directly to the thumb drive, would I still have a copy of that image on my hd? My thoughts would be that the image would still be in some temp folder and that as detailed as mr robot seemed to be, that it's still much harder than he made it.

Am I right in assuming that? Ive got 20 bucks riding on the fact that its not that easy lol.

 

souredspirit...I tried this by choosing "save as" and then saving to a USB hard drive. It was bad news. In Windows 7 at least, a search of the C drive didn't turn up the file in a temp folder or recent or anywhere else. I would have thought it would too. Probably is some sort of text record of the activity, though.

 

I tried this. I cleared my cache with CCleaner and then deleted all the empty inetcache folders.
Then did a google search for 'roses'. Went to the view images for roses link. Just moused over one and chose to 'save picture as' to a thumbdrive. Then went to the inetcache folders, it wasn't there but several others were.
Then went back to google search and actually clicked on two different pictures to view. And saved the same path.
Went back to inetcache and both were there, along with several other images from the results page that I hadn't moused over or clicked on.

 

Everything you see on the screen (and a lot you don't see) will be saved somewhere.
In theory, when you run a portable browser from a flash drive, all those files will be saved on the flash drive.
In practise, this doesn't always happen. I have seen numerous portable applications running from a flash drive that create permanent folders & files on the hard disc, as well as registry entries/values.
At the end of the day, Windows has the last say...