Olahaldor: They’re saved in your Userdata folder under Steam. Each save is roughly 250Megs on a large map for me during the 1800s.
You can redirect folders though you know – This has been a feature of NTFS Based Windows systems for over a decade. 🙂
(Or do like me – Compress the savegame folder. It doesn’t hurt my save/load performance terribly since I have a high end CPU)
