Almost every game I've ever played that had a save feature warned against turning off the system in the middle of a save. Once when my sister was playing Silent Hill, my mom accidentally shut off the power to the system (it was wired to a cord connected to a light switch) and even then she didn't lose data. I've heard of third party memory cards losing data on their own, but I've never first hand witnessed the effects of shutting off a system mid save. What happens on systems with an internal hard drive? I'm too afraid to give it a try.