Risk of Rain 2 is all about long-term progression, really. Since your randomised loot loadout starts off relatively poor, with the majority of interesting items unlocking as you go, you're going to want to make sure that you don't accidentally lose your save files.
Risk of Rain 2 save files aren't particularly difficult to find, though it does take a bit of Operating System know-how to figure out where they are. Whether for fiddling or backup purposes, find the save game locations for Risk of Rain 2 down below.
Where are the Save Files for Risk of Rain 2?
Windows:
\
Linux (Proton):
/
To back up your data, simply copy the contents of folders denotated above to a safe, wipe-free location, and you'll be good to go. Keep in mind that on Proton, this will also include Risk of Rain 2's configuration files, too, while on Windows you'll have to go to:
HKEY_CURRENT_USER\Software\Hopoo Games, LLC\Risk of Rain 2\
Among other news, Risk of Rain 2 has just moved over 1 million copies on Steam! If that's not impressive, we don't know what is, especially seeing as how it took the original game literal years to get to that exact point.