On the other end, when Windows first started having multiple users and locking down write access to system directories (*), lots of video games (and some other programs besides) decided to just dump their files anywhere. Just looking at my own system, I see all of the following used:

  %userprofile%\Documents (which used to be called "My Documents")
  %userprofile%\Documents\My Games
  %userprofile%\Documents\Saved Games
  %userprofile%\Documents\SavedGames
  %userprofile%\Saved Games
  %appdata%
  %userprofile%\AppData\LocalLow
  %localappdata%

As far as I can tell, there's no rhyme or reason to any of this. I know the three AppData folders have distinct meanings, but I don't think video game developers are using them according to their proper meanings. Also, I'm being generous with my use of variables above. Some programs have hardcoded the drive letters and paths.

* = I'm well aware of the real history of Windows NT but from the consumer perspective it went from 98/Me -> XP