Missing save files can be caused by a few different reasons. The first step is to make sure the save files exist on the disk. Save files can be found in the following folder:
- Windows Vista, 7, 8.x, 10, 11: Documents\My Games\Amnesia The Bunker\Main
No save files on disk
If the folder does not exist or there are not files in the folder then you are lacking permission to write to the folder. You will not be able to recover your files. But this can be resolved in the future by running the game as administrator
1) Open the game folder
2) Right click AmnesiaTheBunker.exe
3) Press Run as Administrator
Save files exist in a folder with your Steam user name
If this is the case then restart Steam to force the game to update to the latest version. This should resolve your issues.