I just re-downloaded El Capitán off of the App Store for the purposes of transferring it to another machine via USB. When it was done downloading, it automatically launched the installer asking me to click on continue to start installing El Capitán. I do not wish to reinstall, so I quit the installer, but now I cannot find it. Where would the App Store have downloaded it to?
When finished, it puts them in the Applications folder.
OS installers are all called "Install OS X [OS Name]" which might not be what you expected, if you're looking alphabetically for instance for El Capitan.
Prior to completion they are squirrelled away deep inside
/private/var/folders & not easy at all to find.
I upgraded from 10.11 to 10.12 . Downloaded at night - the mac went to sleep after that so I had to initiate the upgrade manually. Found the download in the Application folder waiting to start.