TestRPC used to just be in memory. They only recently released support for writing the blockchain out to the file system. As far as I can tell, the in memory implementation is still the default behavior. If you want to find the blockchain files, you'd specify the location yourself with the --db
option.
From their release page (under v4.0.0):
Because we backed the TestRPC via the filesystem, this means you can
now save your blockchain's data for later use. That's right, if you
close the TestRPC and reopen it later, say, you can start up right
where you left off. You'll need to use the new --db option (see the
README) to tell the TestRPC where you'd like the data saved. You'll
also likely want to use the --mnemonic option to use the same accounts
each time.