You don't get the deed until you own it. I hate HOAs with a passion. It's criminal the shit they get away with.
As I understand it, and maybe it's different from state to state, the actual deed lives at the County Registrar Of Deeds office. I own my house, and I know that's where mine is.
Actually, it's all the government's property, sadly. As long as they can take your property for failure to pay taxes, it'll never truly be yours.