If you installed the preview edition of Windows 8.1, then a game, stop. Do not upgrade to the final version of Windows 8.1 until you manually back up your saved games.
When Microsoft released the preview edition of Windows 8.1 at the end of June, it did so with a caveat: users would need to reinstall any apps that they had added since the preview was released before upgrading that OS to the final General Availability version. As our Windows 8.1 upgrade guide indicates, that process is relatively painless--save for the fact that Windows 8.1 downloads upgrades in the background, so there's no obvious way to determine if the upgrade is actually happening. (Read PCWorld's Windows 8.1 review and the Windows 8.1 features list for more.)
Regardless, during the Windows 8.1 Preview-to-GA upgrade process, Microsoft warns that it will keep settings, documents, and user accounts--and implies that everything else is toast. We can confirm that, by and large, what Microsoft says is true.
We took a Surface Pro tablet running the Windows 8.1 Preview and manually copied several files onto it--a few Word documents (stored both on the desktop as well as in the Documents library), a few MP3 files, some photos, and three older games (Bastion, Serious Sam: The Second Encounter, and Cave Story+) that we downloaded via the Steam service. On each of those three games, we played far enough along to save a few.
Unfortunately, that didn't matter. Upgrading to Windows 8.1 GA erased all trace that those games ever existed: the .EXE files, directories, and the saved games and configurations were wiped out. Windows left the shortcuts to the apps themselves intact, but as just ghostly blank documents without any icons.
On the other hand, the photos, documents, and MP3 files all remained unscathed, and stored in their previous locations.
In fact, we noticed only one oddity during the upgrade process--on a separate, vanilla Windows 8 machine that we upgraded to Windows 8.1, a copy of AVG's antimalware suite decided that we had upgraded to Windows 8 (not 8.1) and needed to reboot the PC.
In general, reinstalling an app may not be that big of a deal. But if you own a single PC, for example, and upgraded it to Windows 8.1 Preview, then decided to buy and download a game that you invested 20 or so hours in--make sure you at least back up your saved games before updating. You may be grateful that you did.