Anyone know why?

Same issue here. It will technically save and even allow you to load from said save, but once you exit the game and restart it, all saves gone.

I don't have this problem. That's odd...
What have you done to RR? Have you changed anything about the way it works?

I have the same problem with Redneck Rampage, althought both "expasions" save properly.
I just realized that I have lost all my progress :(

Same problem here... I can't save :(

I figured why mine won't save.
When ever I quit the game you have to push "y" for yes but it wouldn't quit so what I did was I used alt+tab and closed it while I was in windows which caused it not to save, I then found out that when I push "y" it wasn't responding fast enough for some reason so I just keep pushing it. And now all is well

Yeah, that's an OLD quirk of Rampage, you gotta press the "Y" key THREE TIMES to properly exit the game.

lol
old games rule