How to backup games in Windows
There are number of different methods games can be backed up on your computer. Depending on the game, when it was made, and who made it often determine how games are saved. Below is a listing of different locations you'll find saved games. Once the saved data has been located copy the folders containing the saved game data to an alternate source such as a different hard drive or a burnable CD. If at any time you need to recover the saved data you can copy that folder back to its original location.
Documents and Settings, My Documents, Application Data
Most recent Windows games are storing all saved games and game settings in your My Documents or other section of your personal documents under a folder as the same name as your game.
Start by checking the My Documents folder. Additional information about how to get into My Documents can be found on our My Documents definition. Within My Documents look for a folder with the name of the game or developer of the game. If not found open the My Games folder in My Documents and see if your game is listed there.
If you're unable to locate the game in My Documents try browsing to the below Application Data path, where <user> is the name of the username you use in Windows.
C:\Documents and Settings\<user>\Application Data
If you're still unable to locate the saved games the next best location to find them would be in the actual game directory. Locate the game directory, often many Windows games are stored in the Program Files directory. Many games will be under the name of the game or the name of the developer who made the game. For example, Maxis games are often in the Maxis directory.
Apart from the common above two locations a game could be saved anywhere on the hard drive. If you're unable to find the game under Program Files a quick and easy way to know where the game is saved is to right-click on the game shortcut and click Properties. Within the Properties window under the Shortcut tab the shortcut will be shown and clicking the Find Target button opens the folder of the game.
If your game is an online game it is likely your game settings and characters are saved online and cannot be saved to a backup.