If they are not in your address book, they must be in previous recipients. You can look in the window like I described to see if they are there.
If you want to save those entries, go to the folder below and copy the file com.apple.mail-com.apple.mail.recents. This will save the entries so they don't get lost, but that file is not in a format you will be able to use.
To get to this folder click the desktop then hit shift-command-g and paste the text below into the popup and hit enter.
Code:
~/Library/Containers/com.apple.mail/Data/Library/SyncedPreferences/
A better option might be to go to that same window and at the lower right your will see an option to add the previous recipients to your Address Book. You could then export the address book in a universal VCARD format that could be imported to many other programs or even GMail.