Where are the ArcGIS crash dump files saved when an error report is generated?

Answer

ArcMap 10.1 - 10.8.x, ArcGIS Pro 1.x, 2.x:
Error report files have the extension .dmp and are saved to the application data location on your computer, typically

C:\Users\<username>\AppData\Local\ESRI\ErrorReports

Note:
The ErrorReports folder is created automatically upon application crash, it may not be present after installation of a new version of ArcGIS.

Note:
All Error Reports are treated as confidential to ESRI, and their usage is covered by ESRI Privacy Policy.