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 determines 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 folder or other section of your personal documents under a folder named the same as your game.
Start by checking the My Documents folder. Additional information about how to get into My Documents is available on our My Documents definition page. In the My Documents folder, 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 Application Data path below, 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. Many Windows games are stored in the Program Files directory and 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 two common locations above, a game could be saved anywhere on the hard drive. If you're unable to find the game under Program Files, another way to know where the game is saved is to right-click on the game shortcut and select the Properties option. In 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.