Since Don’t Starve utilizes Steam Cloud as a default this means that your save files will be automatically synced across all devices which use you Steam account. This is beneficial as it means you don’t need to manually transfer your save data if you decide to switch computers in the future. This also means that your save files won’t reside inside Your documents folder that is used by many others PC games that don’t save your saved data on the cloud.
Steam Cloud save files for Don’t Starve on Windows, Mac, and Linux can be found at the following path:
Steam library folder > userdata > a folder named after your SteamID3 > 219740 > remote
Your save files will be in this folder in the format of Survival_*, where * is the save’s number (e.g. save 5 will be Survival_5).
Other Installations
If you’re not using Steam or Steam Cloud, you may find your game saves at these paths:
Windows:
%UserProfile%\Documents\Klei\DoNotStarve\save
Mac:
~/Documents/Klei/DoNotStarve/save
Linux:
~/.klei/DoNotStarve/