This is so frustrating... with each episode I have lost my save games and have had to start over. What is going on? I fired up The Walking Dead on Steam today for the first time since finishing episode 3. It said it needed to convert some files to make it more efficient, etc. When it was done, I fired up the game and the resolution was all jacked, all my settings had defaulted back to default.
Click on Play and it was starting a new game.
If I go to my Walking Dead folder, I can see all my save games there.