The saves are not stored in the steamapps folder but rather at
Win Vista/7: %USERPROFILE%\Documents\Telltale Games\The Walking Dead
XP: %userprofile%\My Documents\Telltale Games\The Walking Dead\
Mac: ~/Library/Application Support/Telltale Games/TheWalkingDead/
If you haven't backed up that folder i fear you have lost your saves.
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