Copy to C:\Users\[user name]\Saved Games\Bastion\ (Windows)

C:\Program Files (x86)\Steam\userdata\[user id]\107100\remote\ or

C:\Program Files (x86)\Steam\steamapps\ common\Bastion\Content\Saves\ (Steam)

~/.local/share/Bastion/ (Linux)

~/Library/Application Support/com.wb.Bastion/ (macOS (OS X)