Game Save Location Database WWW.GSLDB.COM

Borderlands

Windows 7 / Vista
C:\Users\[user]\Documents\My Games\Borderlands

Windows XP
C:\Documents and Settings\[user]\My Documents\My Games\Borderlands

WillowGame folder contains config files. Most importantly keybindings, mouse input, and etc in WillowInput.ini
SaveData folder contains your profiles and saves.