Quantum mechanics does not provide a clear answer to the question: What was the past of a photon which went through an interferometer? Various welcher weg measurements, delayed-choice which-path experiments and weak-measurements of photons in interferometers presented the past of a photon as a trajectory or a set of trajectories. We have carried out experimental weak measurements of the paths of photons going through a nested Mach-Zehnder interferometer which show a different picture: the past of a photon is not a set of continuous trajectories. The photons tell us that they have been in the parts of the interferometer which they could not have possibly reached! Our results lead to rejection of a common sense approach to the past of a quantum particle. On the other hand, they have a simple explanation within the framework of the two-state vector formalism of quantum theory.