If you are using TurboTax Online, the software saves it automatically for you as you enter information.
If you are using TurboTax CD/Download software, then you have to manually save it as you enter information.
Sorry, but that is a fact. If you are using desktop software you have to save it yourself. It does not autosave. Before you stop working on your return you need to always go to File and SAVE it. Or even save from time to time as you work.
Also, after each work session I save another copy of the *.taxYYYY data file on external media such as a flash drive. For instance, last fall there was an infamous Windows update that caused data loss of items in some users' documents folder, etc. for various software programs. And hard drives can also fail.
TurboTax for Windows "should" prompt you and ask if you want to save the file if you try to close it using the top right X. But a few users have reported that it didn't. I don't know if that prompt exists in the Mac program or not.
I use a Mac, and if I start to close out of TT, Mac prompts me to save. I have not used Windows in years but some others say it does not prompt them to save, and it does not autosave. So guess the moral of the story is if you are using desktop, remember to SAVE. Do not leave it to chance, and do not trust it to save automatically.
Here's a link that might be helpful
I believe that the Mac program automatically saves the .tax file or should. And people have asked how to not save it on Mac in case they messed up.
In the Windows Desktop program you have to manually save the .tax file and it should ask if you want to save when you exit or start a new return.