Check the "Saves" directory...there should be a <brothel name>.gam and <brothel name>.gam.mast for each game you have started (and saved). There should also be an autosave.gam file there too, as the game autosaves at the end of each week. If those files are missing, then something is broken. Are you running 1.29.4.6, an earlier version, or one of the development builds?