You just save it where you are. But what happens is that the game takes you back to the start of where ever you may be and this is an absolute pain in the @$$. But for Zelda a thing you can do to stop yourself from doing stuff all over again. You can put that little wierd teleporting bird thing where you are and then save it. So the next time you play you just tell thing you want to go back and you're there. As for the other games, I don't have so I'm not sure what to do. Hope this helped and made sense. And was relevant to what you were walking about.