The Autosave option allows OpenTTD to automatically save your game at predefined intervals. This greatly lessens the annoyance of making a serious error in your game and not having saved it yourself beforehand. You can set this in the Game options window. There are five selections to choose on how often the Autosave feature will save your game (value of Openttd.cfg variable "autosave" in brackets):

Each time one of the above dates is reached ingame, a new save file will be created in the "autosave" subfolder of your save directory, with the name "autosaveX.sav" (where X is the lowest integer that hasn't already been used). Autosave triggers in all games, including multiplayer.