Where do steam games save their game saves?

Just a quick question..

Where do steam games save?

Do they have one spot on the hard drive that they all save to? Because I see shit from my games scattered all around my drives.

The main reason I ask is because I am re installing windows and don't want to lose any of my game saves.

Do they have an auto cloud backup system? I do recall one time being able to magically open up a GTA IV game save on a fresh install.. 

Thanks :) Just downloaded the program and it looks pretty good! I'll look at doing the back ups tomorrow.

Ive been hopping between three different machines for the last couple months up until finally having built my own, and I've found the steam cloud service has been working flawlessly. All my saves transferred properly and I never lost progress, back ups may not even be necessary.

 

Some will do the Documents folder, some will do its own game directory, and some will use either the user's local or roaming folders under appdata (shortcut is %appdata% just search that and it will come up, otherwise c:/users/%user%/AppData/ )

Or you can use Game Save Manager