I have been thinking about this problem I encountered in the Windows 8.1 upgrade and I believe I know what happened, although I can't prove this.
Windows appears to have difficulty when you have multiple SATA drives. See this:
"Disk drive numbers may not correspond as expected to the SATA channel numbers when you install Windows on a computer that has multiple SATA or RAID disks"
http://support.microsoft.com/kb/937251 So if you have, for example, a SATA SSD drive and another SATA drive for libraries, etc., be careful when you upgrade.
I have 6 SATA drives and my User Documents folder is on one of the non-boot drives, normally lettered 'J:'.
I think that when Windows 8.1 upgrade was going on, the J drive was enumerated differently so the old 'J:\My Documents' folder from Windows 8 was on some other drive letter.
Since Windows 8.1 could not find it, it made a reference to 'C:\Users\Jim\Documents' (the standard path) and just tacked on 'My Documents' (My Locate folder) to that pre-coded path when it was re-mapping registry settings.
Some of the new high powered motherboards have 12 or more SATA ports...