It's probably because the transferring process has been interrupted suddenly due to some physical reason, such as a low battery or loose USB cable. If you haven't overwritten the files on your computer or the external hard drive after the interruption, you'll still get a chance to recover those files.
To get your files back, you can use iBoysoft Data Recovery for Windows to help you. This powerful app is able to recover deleted files or photos on PC and external storage devices. Now, do the following to retrieve your data:
Step 1: Free download and install iBoysoft Data Recovery for Windows on your computer.
Step 2: Insert the external hard drive into your computer and launch the data recovery software.
Step 3: From the main interface, select the Data Recovery module to start the hard drive data recovery.
Step 4: Select your external disk and click Next to start a quick scan. You can also use its deep scan mode to find your desired files, which should take a longer time.
Step 5: Then filter the scanning results and preview your wanted files after the scanning process finishes. Select the specific files you want to recover, and click the Recover button.
Step 6: Save recovered files to a different healthy drive.
If you can't recover any files from the external hard drive, then try to repeat steps 4 to steps 6, but this time select your Windows PC's internal hard drive and try to recover files from it.
If unfortunately, the files can't be recovered either from the computer or the external hard disk. Maybe you've overwritten those files on the computer, or formatted the drive. If those files really matter to you, you can go to a nearby data recovery lab for help, which may require an expensive service fee.