|Which version of Windows; XP/Vista/Win7/Win8.|
As Derek said, a Windows system restore wouldn't touch your files. A factory restore may have reformatted the drive or overwritten your data.
A slight glimmer of hope is if you have Vista, WIn7 or Win8, a Factory restore may have left the old copy of Windows on your hard drive.
Open up your C drive and look for a 'Windows Old' folder. If it's there, all your files should be intact from the previous installation. It's simply a matter of opening the folder, navigate to Users/your user name, then access the relevant, Doc's, Pic's, Music etc folders.
Copy and paste the files you wish to save to their new home.