Inside the washing machine drum. Honestly, next time you get rid of a washing machine, take it to pieces. Under the drum and between the drum and the filter there's a sludge of fabric, knickers and socks, that have been forced between the drum and the rubber seal by the spinning action.
I didn't believe it at first - I rarely lose knickers because I wear such enormous pants that no seal exists that is loose enough to allow them to penetrate, but socks go missing all the time. When we took my last machine to pieces, the missing socks had been reduced to a nylon paste that was stuck all over the innards.