As each computer game stores saved games in a different folder, the steps for finding the saved games depend on the individual game. Some common saved game locations are the Documents folder, a dedicated folder in the game's directory and the AppData folder in the user data directory of Windows.
Games that store saved game data in the Documents folder often do so by creating folders named after the developers. For instance, "Rainbow Six: Vegas" stores saved games in "C:\Users\USERNAME\Documents\Ubisoft," where USERNAME stands for the name of the Windows account the player uses to run the game. Alternatively, games can put saved game data in the My Games folder under Documents. "The Elder Scrolls: Oblivion" and "Age of Empires 3" are two examples.
Some games may store saved game files in a unique folder in the main directory of the game. For instance, "Medieval 2: Total War" has a folder called Saves in its main folder. If installed the game through Steam, find the folder at "STEAM/SteamApps/common/Medieval II Total War," where STEAM stands for where you installed the application.
It is also a common practice for games to store saved game data in the AppData folder. Find the folder at "C:\Users\USERNAME\AppData." AppData contains two folders in which games are very likely to store game data: LocalLow and Roaming. For instance, "The Journey Down: Chapter One" uses the Roaming folder, whereas "Dyscourse" uses the LocalLow folder. Once in either folder, look for the developer's name.
If you've installed the operating system on another partition, replace the "C:\" with the correct partition symbol. Some Steam games also save your game progress to Steam Cloud. As such, Steam automatically synchronizes saved games when logged from other computers.