Can You Save The Progress?

Hi all, I am just wondering if there is anyway you can save the progress of a played emulation. For example, if I play £100 through and then close the emulator, I have noticed that when I launch the emulation again, it has not saved that £100 played through, I looked at the meters and they are the same as a newly downloaded file, if anyone knows if you can save the state I will be really greatful and appreciative. It is literately just an idea and of course if you can't, the emulations are still fantastic 10/10! Just an idea.

Kind Regards