Well, im not to sure about savegames. But i do occasionaly backup an entire career by copying documents/SH3/data/cfg/careers/
[commander name]. Thats where all your saves are kept, if in doubt backup everything i say.
http://www.subsim.com/radioroom/showthread.php?t=154643
This mod will allow you to wander about your sub freely, similar to the shift+F2 view.