Game Save Location Database WWW.GSLDB.COM

Grand Theft Auto 4 (GTA IV)

Windows XP:
C:\Documents and Settings\[user]\Local Settings\Application Data\Rockstar Games\GTA IV\savegames

Windows Vista:
C:\Users\[user]\AppData\Local\Rockstar Games\GTA IV\savegames

http://forums.steampowered.com/forums/showthread.php?t=783836

Backup and Restore save files. Very detailed and hands-on procedure.
http://forums.steampowered.com/forums/showpost.php?p=8619309

Load game save if you lost your XLive account for the game save.
http://www.gtaforums.com/index.php?showtopic=386144