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Where can I find my saved games? I don't want to make a mistake and lose all my saves.
This question / problem has been solved by Greywolf1image
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jeffkiwi: Where can I find my saved games? I don't want to make a mistake and lose all my saves.
They should be in Documents\My Games\Oblivion (in your user folder).
Thanks. I hope that's all I need. Once with another game, I screwed up and lost progress when I thought it was backed up lol

I'll mark your post as the solution next week, provided that there isn't more valuable advice/tips.
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jeffkiwi: ... more valuable advice/tips.
I would also document and backup the mods you have installed, plus possibly the ini. A savegame may not work if a mod active when it was created is missing. To backup the ini makes sense if you are not using the standard one.