If you plug in your iPhone and back it up, the game may save it’s data to your computer, then if you ever change devices you can add it all back, with your applications. Back up your iPhone, go into iTunes preferences, and there you should see all your backed up data. Chances are that if a game is in there, that you’ll have the saves. (Not all games are created equal, some application developers may hide it, or store it another way)