First: take a full system-image backup as soon as possible, and use that as a fallback. You can always restore to that image in lieu of a reinstall, and you’ll be back to where you were at the time the backup was taken.
You could also get in touch with the vendor who sold you the computer. They provided you with a copy once; perhaps they’ll be willing to get you a replacement copy.
You could, I suppose, go buy a new copy. Most people aren’t interested in doing that, because they don’t want to pay for something they feel they’ve already purchased.
That’s when most people resort to finding a place from which to download Windows. Depending on the version of Windows and where you find it, it might even be legal.
Or it might not.
Big fat legal caveat
It’s been my understanding for years that downloading a copy of Windows from … well, from just about anywhere, was illegal. Even if you had a copy of a product key to activate it, simply downloading a copy of the software breaks copyright law.
I believe that’s still true for versions prior to Windows 7. I know of no legal places to download Windows XP or Vista.
Beginning with Windows 7, Microsoft actually made full ISOs of the operating system available for download.
But you’ll still need your product key. Those you cannot just download for free: you’ll either need to have one that works (and not all do), or you’ll need to purchase a new one. (There are some exceptions around Windows 10’s upgrade path.)
Legal issues aside, I will say this: in my opinion, downloading Windows is ethical if (and only if) you already have a valid, purchased, product key.
So I must cover my assets and include this bottom-line caveat: if you elect to take this download from anywhere other than Microsoft itself, you assume all risk and potential liability relating to its legality.
Download Windows 7 SP1
You can download Windows 7 SP1 from Microsoft here.
That’s a link to the US-English download site – if you’re elsewhere you may need to search the Microsoft site for the download specific to your locale.
Download Windows 8.1
You can download Windows 8.1 in ISO form directly from Microsoft here.
Once again, that’s a link to the US-English download site.
Download Windows 10
Download Windows 10 here.
Once again, that’s a download of the US-English version directly from Microsoft.
Even though Windows 10 may be automatically downloading on some machines, downloading the ISO is often the fastest, most reliable way to perform the upgrade or re-install.
Important things to know about your Windows download
It’s big, really big. You’re looking at a download of several gigabytes for most Windows editions. Depending on your internet speed, that could be anywhere from an hour to several days’ worth of download.
It’s an ISO file. For best results, you’ll want to then burn that ISO file to a DVD, which in turn should behave pretty much like an original installation DVD.
It’s not OEM. These downloads are the generic, retail versions of Windows. If your machine came with a copy customized by your Original Equipment Manufacturer (OEM), then those customizations will not be present, and your product key may not work. Product-key issues aside, this typically means that after installing from this copy, you’ll need to get any missing applications and drivers from the computer manufacturer directly.
If your product key doesn’t work
Again, make sure you download the edition of Windows for which your product key was originally issued. That means matching the Windows version (7, 8.1, or 10), the edition (Home, Pro, Ultimate, etc.), and possibly even bit-ness (32 or 64).
If your product key is an OEM product key, as I said earlier, it may not work with the retail version download. There’s no legal way around this I’m aware of, other than to return to your computer manufacturer and ask for a replacement Windows disc, or purchase a retail Windows product key.
Download Windows and install it legally without a product key
You can, of course, download Windows without having a product key at all.
But it’s not free.
You can purchase Windows as a direct download from Microsoft, and that will include a valid product key for your installation.
All legit, legal, and malware free.
Update 1/19/2016: Removed references to 3rd party downloads for Windows 7, and replace with a direct-from-Microsoft download link. Thanks to all who pointed out that this had been made available.