What log files does a WordPress installation write to?

When tracking down WordPress problems, I’ve had a hard time finding where WordPress sends errors to. Where does WordPress send errors by default? Are there multiple files that different kinds of errors are directed to?

(I’m either a terribly ungifted Googler or WordPress’s own documentation is hard to sort through.)

Where (or if) errors are logged is dependent on your php configuration. You can control some of this via your WordPress wp-config.php file. See Configure Error Logging in Editing wp-config.php.