Check out Naked Security for the whole article:

The article has information about what items stay around even after they are deleted.  Like Messages.  Pretty scary huh? 

The steps to find out what Facebook stores about you are:

Here are the steps on how you can request your personal data from Facebook:
1. Open this site: https://www.facebook.com/help/contact.php?show_form=data_requests

2. Enter your personal information
3. Make a reference to the following law:

"Section 4 DPA + Art. 12 Directive 95/46/EG"

4. Click on “Send”