I accidentely said git rm -r .. How do I recover from this?

I did not commit.

I think all files were marked for deletion and were also physically removed from my local checkout.

EDIT: I could (if I knew the command) revert to the last commit. But it would be a lot better if I could just undo the git rm -r .. Because I am not really sure what I did after the last commit and before the git rm -r ..

git reset HEAD

Should do it. If you don't have any uncommitted changes that you care about, then

git reset --hard HEAD

should forcibly reset everything to your last commit. If you do have uncommitted changes, but the first command doesn't work, then save your uncommitted changes with git stash:

git stash
git reset --hard HEAD
git stash pop