Moved to support forum.
You'll find the savegames here:
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/
Be aware that the game usually syncs the savegames with steam cloud.
If you want to manually edit them, you should disable steam cloud for TWD (In Steam, right click TWD and select "properties". Open the tab "updates" and remove the checkbox from "Enable Steam cloud synchronization for TWD").
Afterwards you can enable it again.
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