It depends on the configuration. The logging is configured in /etc/syslog.conf file. In this file, the events that are required to be logged are in the first field and the log files are in the second field. The first field consists of two different words that are separated with a full stop. The first word is "what application" is to be logged and the second word is the level of severity.
In logging, there are six severity levels: debugging, information, notice, warning, error, critical, alert/emergency. The bold parts show how they are written in the syslog.conf. To log everything, a * is placed. The * can also be used for the applications. For example,
*.crit /var/log/critical
Logs every critical happening in the /var/log/critical file. The same way,
mail.* /var/log/maillog
Writes every severity about mail to /var/log/maillog file.