MySQL keeps row data and index data in separate files. Many (almost all) other databases mix row and index data in the same file. We believe that the MySQL choice is better for a very wide range of modern systems.
Another way to store the row data is to keep the information for each column in a separate area (examples are SDBM and Focus). This will cause a performance hit for every query that accesses more than one column. Because this degenerates so quickly when more than one column is accessed, we believe that this model is not good for general purpose databases.
The more common case is that the index and data are stored together (as in Oracle/Sybase et al). In this case you will find the row information at the leaf page of the index. The good thing with this layout is that it, in many cases, depending on how well the index is cached, saves a disk read. The bad things with this layout are: