You cannot save in GTA1 part way through a chapter. When you complete a chapter your high score and some stats are saved.
Discussion about GTA2 should be in the GTA2 Discussion area
. You go to the church marked on the paper map to save the game in GTA2. It costs $50,000 to save your game in GTA2.
Your first start location is next to the church where your game can be saved. It plays a short loop of organ music so you can locate it when nearby.