Alright not sure if someone posted this but I had the same problem where all my saves didnt show up. I went in to the my documents folder for telltale and found that there were two folders with saves. One said The Walking Dead the other just said Gamedata. Turns out all my old saves were in the the walking dead one. I moved all the files in that folder to the Gamedata one, after I did this all my saves were back and I could continue from where I left off.
Hopefully this will help someone, I have the PC version non steam, I dont know if steam puts the saves somewhere else.