The Recycle Bin is a special Windows shell folder that shows results from multiple locations. Each disk has a hidden $RECYCLE.BIN folder that contains deleted files originally from that volume. However, when you open the Recycle Bin, Windows doesn't show you only what's in that drive. Instead, you see a combined view showing all $RECYCLE.BIN folders from all mounted volumes.
You can see which disk volumes Windows will include in the Recycle Bin as follows. Simply right-click the Recycle Bin on your Desktop and click Properties:
If you wish to delete the Recycle Bin contents from your external drive, see How to delete $RECYCLE.BIN folder on external hard disk?.