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As the title says, my progress is not being saved on Windows 8, which, as you may imagine, makes the game unplayable.

I'm pretty sure that the issue is that my Windows user name (and thus the directory for stored data) contains a non-latin character (in my case "Ø"). The reason why I believe this is the issue, is that I have seen this on several other games, and they seem to work when I install them for a different user.

Can anyone please confirm that this is a problem? Since I've seen this issue in three different games so far, I'm beginning to suspect it is an issue with Windows 8 and not the games in themselves.

Any feedback is appreciated.

Yeah, we haven't seen that issue - but it does sound like an issue saving files locally to the user profile. Have you tried cloud storage by logging into an xbox live profile? (It can be a free silver profile and it will still work).