I tried to transfer my copy of Arcanum from my wife's laptop to my thumbdrive so I could continue to play while at work. The game runs just fine but my save isn't anywhere to be found. Where does the game put the save files so I can copy them onto my thumbdrive as well? Or is that just not possible and I'll just have to start a new game?

there is a thread of this already with a diffrent game but you can use that with this as well
http://www.gog.com/en/forum/baldur_s_gate/location_of_save_games_in_windows_7_64_bit