It was implied that Atem's (Yami Yugi's) deck and the Millenium Puzzle were left inside his tomb in Egypt.
But in the Movie, Yugioh: The Dark Side of the Dimension, it was shown that the Millenium Puzzle got reassembled again, but nothing happened.
In Episode 086 of Yugioh GX! (which is set years after YGO: TDSotD), Pegasus said that the Egyptian God Cards are gone.
Now, how did Kaiba summon Obelisk in YGO: TDSotD? The Power Vision disk didn't utilize actual cards. Instead, it created holograms from his mind.
Yugi uses his own deck.
TL;DR Atem's Deck is in his tomb.