Documents\My Games\XCOM - Enemy Unknown\XComGame\SaveData
Though I'm not very far in the game yet so I haven't uploaded mine for them.
[Edited by BenSully, 10/9/2012 11:26:25 AM]
Edit: Oh whoops, I don't know how I found myself on the Dishonored board, I don't even own the game. Sorry!
[Edited by BenSully, 10/12/2012 10:26:39 PM]
I will edit this post when I get a chance to check the path, just on break.
EDIT- aXeL9999 was right, its in appdata. Make sure make your Windows Explorer to show Hidden Files and folders, or you can type "%appdata%" without quotes in start > RUN.
[Edited by Dante4949, 10/17/2012 5:45:59 AM]
Hope it helps anyone looking to find there save files.
[Edited by rumpleduskin, 10/17/2012 1:53:30 PM]