The Save Game menu option (File Menu >> Save Current Game) immediately saves all progress in your game. By default, OOTP saves games only when loading and quitting the game, and on January 1st of each year. In the interest of keeping your saved games safe, it is advisable to save your game at regular intervals. OOTP also has some auto-save options, described on the Game Options page.

We also recommend that you make and keep regular backups of your saved games in both a different directory and on an external device in order to ensure the safety and longevity of your games.