Does Shift at Midnight have saves?
Yes. Shift at Midnight saves your story progress between its 13 night shifts, so you can pick the game back up across multiple sessions without losing where you were.
How saving works
Progress is recorded between shifts, so clearing night shift 4 and quitting means you start from night shift 5 next time. You are not forced to blast through all 13 nights in one sitting.
The game autosaves at the end of each shift, so there is no manual save menu to fumble with between rounds.
The 13-night structure
The campaign is built as 13 standalone night shifts. Saving between them is what makes the game manageable in short sessions - ideal if you only have half an hour before bed (though we do not recommend a horror game right before sleep).
Later shifts ramp up the pressure, so the between-shift saves let you step away and come back sharp for the harder nights.
Co-op and saves
Saves follow the host's progression in co-op, so if you join a friend's shift you are experiencing their campaign rhythm. Running your own solo or hosted game is the way to advance your personal save.
If you want to keep your own streak, host your own shift and invite friends - their progress is unchanged, and yours carries forward.
Does progress carry across platforms?
There is no confirmed cross-save between Steam and Xbox, so your Steam save and your Xbox save are separate files. Treat each platform as its own playthrough.
Within the Xbox / Game Pass family (console and PC) the shared services keep your co-op and progress lined up as described in the Xbox answer.