Devil May Cry HD Collection Save Game Location

Windows

Devil May Cry HD Collection save games can be found on Windows here:

C:\Users\[user_name]\Documents\My Games\Devil May Cry HD Collection\dmc*.sav

Steam:

Devil May Cry HD Collection save games installed through Steam can be found on Windows here:

C:\Program Files (x86)\Steam\userdata\[user_id]\631510\remote\dmc*.sav

Linux

Devil May Cry HD Collection save games can be found on Linux (Proton) here:

~/.steam/steam/userdata/[user_id]/631510