Alan Wake's American Nightmare Save Game Location
Windows
Alan Wake's American Nightmare save games can be found on Windows here:
C:\Games\Alan Wake American Nightmare\ _swarm
Steam:
Alan Wake's American Nightmare save games installed through Steam can be found on Windows here:
C:\Program Files (x86)\Steam\userdata\[user_id]\202750\remote\
GOG:
Alan Wake's American Nightmare save games purchased through GOG can be found on Windows here:
C:\Users\[user_name]\Documents\Remedy\AmericanNightmare_GOG_Version\
Linux
Alan Wake's American Nightmare save games can be found on Linux (Proton) here:
~/.steam/steam/userdata/[user_id]/202750