If, instead of downloading GameMaker games in the traditional sense, you prefer to use YoYo Games’ InstantPlay technology you might be interested to know of a recent change at GMArcade.
GMArcade have updated their “Play Online” feature so that saved games are not wiped each time you restart a game. Describing the feature GMArcade admin homebrewpc wrote “Any files that have the extension .sav or whose filename starts with GMASAVE will be kept on the players computer. This way you don’t have to worry about save data being erased every time a user plays a game”.
A good feature, but I’ll stick to downloading games the ‘old fashioned’ way.