Before even running the fsck, make a image of the filesystem, and then work on it. So if something goes wrong, you'll have the original. Do not work on the file system itself.
Also, it's highly unlikely that sdf is the filesystem, sdf is the drive itself, and the filesystem is on some partition on it. Run fdisk -l /dev/sdf to see the partitions, the try fsck on /dev/sda1, etc.
To prepare an image of the device:
# dd if=/dev/sdfX of=sdfX.img
where X is the partition number, as listed with fdisk -l.
Then run fsck on the image: EDIT:(note, you can not use fsck directly, instead you need to tell fsck what type of file system is this)
# fsck.ext3 sdfX.img
After fsck fixes the partition, mount it like:
# mount -o loop sdfX.img /mnt/somedir
As per your comment, fdisk does not list any partition - this might mean that the partition table is lost as well.
Again, make an image of the whole device then:
# dd if=/dev/sdf of=sdf.img
Then try using testdisk on the image to try to recover the partition table.
Another option would be to use photorec on the image. It's very nice tool, which is able to detect and find files, even if the file system is damaged. It can recover tons of file formats. At least, you'll be able to get your data out.
Best Answer
It depends on what you said "yes" to. Without knowing a lot more about your filesystem, what was on it, and what it displayed and asked while fsck'ing, it will be very hard to answer usefully.
The short answer is yes, it can remove data. It tries very hard not to by putting stuff it finds in lost+found on that drive, but it is recovering from a filesystem which is apparently corrupted. In other words, when you're dealing with FS corruption, anything may be lost.