Once you have moved an email or set of emails using a filter in GMail, there is no way to tell where they where stored before.
However, when you are on the filter creation screen, all of the emails you are about to modify are listed below the options area with a text indication of where they are currently stored.
If you must figure out where a similar email would be sent you could first disable the filter temporarily and attempt to send a copy of one of the emails in question to yourself using an email spoofer (to also have it appear to arrive from the same source as the original - Google for "email spoofer" returns many results).
It is very possible that they were simply being spam filtered to begin with.