finkleroy: There are none. Every time I try to save the game, it shows no saved games, and every time I quit and choose "continue", it just starts over at the beginning.
sucklead: From what I remember it does actually save the game in C:\Users\{username}\Documents\Bethesda\Call of Cthulhu\ but because of the date format not being what is expected it doesn't see the game that it saved to load back in.
I finally figured out what was the problem. After I pressed the use key on the symbol, I hit <enter> to try to save the game, which just brought me out of the screen, like as if I'd hit the escape key. Left clicking on the line that said <empty> successfully saved my game, which now shows up when I try to save or load.