GameSave Manager

It automatically scans for and backs up every saved game on your hard drive. There are over 450 games supported, so odds are that most things you've bought lately are covered, even if you use Steam. The next time you have to wipe your hard drive you can feel safe and secure that your Fallout 3 character won't be nuked, and you won't have to unlock all the goodies in Batman: Arkham Asylum all over again. Grab it here.

Of course, if only game developers could agree to put all of their save files in the Documents/Games folder, we wouldn't even need a utility...