When I type env at the terminal prompt, I get a dump of all the environment variables. When I check / or ~, however, I do not see a .profile, .bash_login or .bash_profile.
Where is this being stored in Mac OS X 10.6.7 ?
It sounds like you are using bash.
bash first runs /etc/profile. /etc/profile (on Mac OS X 10.6.7) runs path_helper(8) which is where your default paths get set. After that it runs /etc/bashrc which doesn't do much. Once the default configuration is set, it moves on to the user login scripts.
bash looks in your home directory for .bash_profile, .bash_login, and .profile in that order. bash will run the first of these that it finds and stop looking.
Have a look at the following links. Some of them may help. ;)