There is no one universal answer to this question, it depends upon the diocese in question.
When a church closes its territory and people are “absorbed” by another local church. It is that church that would usually have all the sacramental records of the closed church. Sometimes a diocese will choose to have the sacramental records of a closed church kept in the diocesan archives. And in a few rare cases, some dioceses in the past had sent the records of a closed church to another church in the diocese with the same church name. However, the first option is the most usual one.
The simplest way to find where the records are would be to contact the diocese and ask where the records of a closed parish are kept.
