Q:

Where can I find my serialized Sitecore items?

I serialized a few Sitecore items to keep them on my version control system using the following menu:

And now I must find them to finish my task.
Where exactly are those files?

A:

The previous answer is correct for default configuration on Sitecore 8 or 9.
The serialization folder path can be set using next setting .
<!--  SERIALIZATION FOLDER
            Points to the root of serialized databases tree (when using serialization functionality).
            Default value: $(dataFolder)/serialization
      -->
    <setting name="SerializationFolder" value="$(dataFolder)/serialization" />

Above setting is part of the Sitecore.config and is relative to dataFolder.
If you want to change the SerializationFolder I recommend you to path this setting using patch config. 
 dataFolder setting is defined like a sitecore variable: 
<sc.variable name="dataFolder" value="/App_Data" />

