The common wisdom for PC backups is you need three copies of your files: the active copy on your hard drive, a local backup, and a remote backup. When it comes to games, the rules are no different.
If you're a Steam user, Valve takes care of the remote backup portion since you can re-download purchased games from Steam at any time. But it also pays to make a regular local backup of your game files—especially since game downloads can be utterly massive.
To be clear, this is about backing up the actual game, not your game progress. If you want to make sure Geralt of Rivia doesn't have to start over at White Orchard, check out our earlier tutorial on backing up your PC game saves. (Many Steam games automatically back up your saves using Valve's Steam Cloud service, but not all of them.)
Now let's get down to the business of backing up your game files. First, launch Steam from the Start menu and select Library.
To back-up your games from your local Steam library, right-click any one of the games downloaded to your machine. From the context menu that appears, select Backup Game Files...
A smaller window appears, listing all the games downloaded to your machine. Check the box next to the titles you want to backup; as you select games, the disk space required will be displayed at the bottom of the window.
Once you're ready to start backing up, click Next. The following screen displays where the games will be backed up. By default, the location is usually
C:/programs files (x86)\steam\Backups. If you want to change that click Browse... and choose the folder you want or create a new one.
Click Next again.
Now you'll be asked to name your backup files--a name is automatically generated for you based on the games your backing up. Below that are two storage compression sizes. You can either store your files as though you were stashing them on a CD or DVD. Choose the version you want and click Next.
TIP: If you plan on backing up all of your games, Valve recommends adapting the method described in the Moving a Steam Installation and Games support document.
Now your backup will start.
Don't worry about the fact that Steam is smooshing all your games together in one big backup. Steam will sort all that out for you when you restore them by opening the desktop program and going to Steam > Backup and Restore games... Valve also has a brief support document online for reference about using Steam's backups feature and how to restore your games.
If you're looking for more expert Steam tips, check out our tutorial on 15 obscure Steam features that can power up your PC gaming.