I've saved tons of games -- every scenario level, and most of them more than once. But I haven't saved too many tracks, actually, since most of my coasters deal too heavily with the land and are too big to be of any use in other levels. But with all I've saved I haven't had a problem, either saving or opening those files.
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Po!nt of View: A different look at Roller Coasters.
http://www.crosswinds.net/~justmayntz/thrills/