Microsoft Windows XP

 

History, Downloads and Cookies
C:\Documents and Settings\{user}\Application Data\Opera Software\Opera Stable\
Cache
C:\Documents and Settings\{user}\Local Settings\Application Data\Opera Software\Opera Stable\Cache\

Microsoft Windows 7 / 8

 

History, Downloads and Cookies
C:\Users\{user}\AppData\Roaming\Opera Software\Opera Stable\
Cache
C:\Users\{user}\AppData\Local\Opera Software\Opera Stable\Cache\

Apple Macintosh OS X

 

History, Downloads and Cookies
/Users/{user}/Library/Application Support/com.operasoftware.Opera/
Cache
/Users/{user}/Library/Caches/com.operasoftware.Opera/Cache/