Where does a .CHM help system store bookmarks, search histories, etc.?

Can someone tell me what/where the files are that are used to store bookmarks or historical search terms for .chm help users?

I always thought it was the .chw file, but this appears to not be the case, as we have a computer that somehow blocks a.chw file from being opened yet still saves previous search terms and the like.

I vaguely recall there was a system or user file of some sort connected to this, but that's been years and I can't seem to find the right search terms for it.

Thanks,