I cannot believe Google does not know the answer. Therefore I am writing this blog to help those in need.
Answer
Firefox's Greasemonkey scripts are stored at the following location:
C:\Users\<your user name>\AppData\Roaming\Mozilla\Firefox\Profiles\e2jqfdpg.default\gm_scripts
The directory e2jqfdpg.default may be named differently on your Windows PC.
If and after you uninstall the Firefox program via Control Panel -> Uninstall a program, this folder will still be there!
Tip
Suppose you do a full re-installation of Firefox. You can backup and copy this folder to the correct location and restart Firefox to see all your Greasemonkey scripts!
Questions?