Depends on what games youre playing.
Wii games Save Data is stored internally in the Wii's memory. If you can't save in your Wii, them I'd suspect the battery might be dead and needs a complete replacement (battery in the bottof of your Wii beneath a tray held with a Phillips screw).
GameCube games saves are stored in two ways: Menory card, if you have one and your Wii happens to be GameCube retrocompatible. And the second way is via emulator, as they can save in either SD or USB. Depends on how you tell the emulator to save.
Emulators, such as N64, SNES, NES, RetroArch can save in SD, USB, or GameCube cards too. These depends on your routes that are set via Emulator settings, or editing their proper Config files with a computer.
You should be more specific.