Oh you can save anywhere. When you play, every now and then a little notification should pop up that you hit a "checkpoint" and when you save and load, it'll load back to the most recent checkpoint. Not ideal I know, but the checkpoints happen pretty often so it works for now. When I say a save anywhere feature is in the works, I mean a true save anywhere system without these checkpoints and where the game will load in right to the exact line you saved at.