Showing how to save your game even if the game doesn't support save files itself. This is using RetroArch within RetroPie. So mainly relating to MegaDrive, SNES, NES, Master System etc..
Part 1 showing how to save in the game itself is here:
http://dai.ly/x2hupjf
More details here:
http://blog.petrockblock.com/forums/topic/how-to-save-games-in-retropie-retroarch/