An apple held above the ground has potential energy. As the apple falls, this potential energy is converted to kinetic energy. Finally, the apple hits the ground and stays there. What has happened to the energy? The energy goes to producing sound and to heating the ground, apple, and surrounding air.
It is transformed back into gravitational potential energy.
The apple keeps the energy inside it in the form of mass-energy.
The energy goes into the ground, and as a result, the orbit of the Earth about the Sun is slightly changed.