This is possible but it might get complicated depending on how much needs to be saved. If your game is real time like an FPS youd need to save the player health, ammo, angle, position, enemy positions, animation keyframes, health, what sounds were being played and where they were up to, what items havent been collected, what scenery still remains(if its destructible) and what triggers have happened, such as cutscenes etc so you dont run into them again.
Apart from that it should be a breeze. But i doubt your game will need to get that complicated.
"It's amazin' what you can do with a computer and access to t'internet"
