All episodes save stuff that are needed to be used in the same episode. No info gets carried over from an episode to another (unlike BTTF The Game in which the name Marty uses as an alias in 1931 gets carried over from Episode 1 to 2, or Sam and Max Season 2 in which you can customize the DeSoto) so there is no need for you to keep the save files of previous episodes anyway. Once an episode is done, it is done.
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