Recovering deleted files

I have deleted all my video files from file management in WD Elements Play. Is there any way to recover them? Thanks

Plug it into your PC via USB and use data recovery software.

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Thanks for responding, and apologies for not replying earlier. I suspect this is all too complicated. The videos in question were downloaded from a pc that no longer exists a year ago in another country. I now use a mac and when I open elements when it is connected by USB only the shells of the videos appear (clicking on them reveals nothing inside). I guess I kick myself and re-purchase those more important videos (movies) lost.