Where helper aliases of some of core modules defined?

The sort answer is that it is not defined anywhere. If you trace back how Mage::helper works you get to the function Mage_Core_Model_Config::getGroupedClassName

This will try to load any rewrites firstly, then the definition directly from the config and then finally just assume it starts with mage_

if (empty($className)) {
    if (!empty($config)) {
        $className = $config->getClassName();
    }
    if (empty($className)) {
        $className = 'mage_'.$group.'_'.$groupType;
    }
    if (!empty($class)) {
        $className .= '_'.$class;
    }

    $className = uc_words($className);
}

So in the end the class name will be Mage_Sales_Helper_Data, this is why when creating your own extension is you miss off the helper or other definitions you get an error that it is trying to looks for Mage_Your_Module_Something

With help of David above answer,Hope David would not mind.

I am try explain more in detail

start with Mage.php and go to function helper

public static function helper($name)
{
    $registryKey = '_helper/' . $name;
    if (!self::registry($registryKey)) {
        $helperClass = self::getConfig()->getHelperClassName($name);
        self::register($registryKey, new $helperClass);
    }
    return self::registry($registryKey);
}

a) $registryKey = '_helper/' . $name;

result: $registryKey = _helper/sales

b) check now registry key exits ot not,if not then set a registry variable

 if (!self::registry($registryKey)) {

its becomes true when system is first times for a session:

c) $helperClass = self::getConfig()->getHelperClassName($name); that means

$name=sales send to Mage_Core_Model_Config class function getHelperClassName for getting helper class send param

d)Then set class name is registry variablee

 self::register($registryKey, new $helperClass);

Result: may be proper class name Mage_Sales_Helper_Data

Now goes to getHelperClassName function of class Mage_Core_Model_Config

a) This function Retrieve helper class name string $name string

public function getHelperClassName($helperName)
{
    if (strpos($helperName, '/') === false) {
        $helperName .= '/data';
    }
    return $this->getGroupedClassName('helper', $helperName);
}

explain of function:

 $helperName is sales 

the logic:

 if (strpos($helperName, '/') === false) {

becomes true as $helperName=sales then set $helperName=sales/data

b) return $this->getGroupedClassName('helper', $helperName);

Details:

call function getGroupedClassName with params 'helper','sales/data' 
and getGroupedClassName return    class name of helper class

Now goto function getGroupedClassName('helper','sales/data',null)

public function getGroupedClassName($groupType, $classId, $groupRootNode=null)
{
    if (empty($groupRootNode)) {
        $groupRootNode = 'global/'.$groupType.'s';
    }

    $classArr = explode('/', trim($classId));
    $group = $classArr[0];
    $class = !empty($classArr[1]) ? $classArr[1] : null;

    if (isset($this->_classNameCache[$groupRootNode][$group][$class])) {
        return $this->_classNameCache[$groupRootNode][$group][$class];
    }

    $config = $this->_xml->global->{$groupType.'s'}->{$group};

    // First - check maybe the entity class was rewritten
    $className = null;
    if (isset($config->rewrite->$class)) {
        $className = (string)$config->rewrite->$class;
    } else {
        /**
         * Backwards compatibility for pre-MMDB extensions.
         * In MMDB release resource nodes <..._mysql4> were renamed to <..._resource>. So <deprecatedNode> is left
         * to keep name of previously used nodes, that still may be used by non-updated extensions.
         */
        if ($config->deprecatedNode) {
            $deprecatedNode = $config->deprecatedNode;
            $configOld = $this->_xml->global->{$groupType.'s'}->$deprecatedNode;
            if (isset($configOld->rewrite->$class)) {
                $className = (string) $configOld->rewrite->$class;
            }
        }
    }

    // Second - if entity is not rewritten then use class prefix to form class name
    if (empty($className)) {
        if (!empty($config)) {
            $className = $config->getClassName();
        }
        if (empty($className)) {
            $className = 'mage_'.$group.'_'.$groupType;
        }
        if (!empty($class)) {
            $className .= '_'.$class;
        }
        $className = uc_words($className);
    }

    $this->_classNameCache[$groupRootNode][$group][$class] = $className;
    return $className;
}

**this function task **

retrieve class name by class group
param   string $groupType currently supported helper
param   string $classId slash separated class identifier, ex. group/class
param   string $groupRootNode optional config path for group config
return  string

a)$classArr = explode('/', trim($classId));

result:explode helper name(sales/data by /) for getting classs name in array $classArr

b)$class = !empty($classArr[1]) ? $classArr[1] : null;

Result:as $classArr[1] is data then value of $class is data

c) $config = $this->_xml->global->{$groupType.'s'}->{$group};

details:get config setting then $config = $this->_xml->global->helpers->sales;

d)$className = null;

Details:set $className null.

e) check rewrite class exits in config.xml files, check if class is rewrite then you can easly get code: if (isset($config->rewrite->$class)) { result:if (isset($config->rewrite->data)) {

f)for default magento ,it false to goto else

skip if ($config->deprecatedNode) {

 as deprecatedNode is for model($grouptype) and ,it only used for _mysql4

g) if (empty($className)) {

result:

if sales helper not rewrite then if (empty($className)) { becomes true

h)if (!empty($config)) {

Result

:false

if (!empty($config)) {  becomes false;`

i) if (empty($className)) { Result:as $className is till null then this code is true

j) make class $className = 'mage_'.$group.'_'.$groupType;
result:

$group=sales
$groupTyp=helper
$className =  'mage_sales_helper';

k)

if (!empty($class)) {
                $className .= '_'.$class;
            }

result:

as $class = data the this condition  is true and $className =  'mage_sales_helper_data';

l)** make in upper case $className = uc_words($className); Now return class return $className; which is Mage_Sales_Helper_Data**

Thanks to

David Manners and Rajeev K Tomy