The Assassin’s Creed save games can be found in the following locations:
Windows XP
C:\Documents and Settings\<username>\Application Data\Ubisoft\Assassin's Creed\Saved Games
Windows Vista/7
C:\Users\<username>\AppData\Roaming\Ubisoft\Assassin's Creed\Saved Games
These are the default locations, if they are not in the respective location you can try searching for assassin.ini as they should be in the same folder.