Your save file should be located in one of these places:
\Documents and Settings\User\Saved Games\Transistor\
depending on whether you are running the game outside of Steam or if you are using cloud saves.
The file is named Profile1.sav assuming you have not changed your profile.
If your saved progress ever goes missing please try searching all three of these locations for the file with the most recent timestamp, then copy it to the other locations.