For one thing, when I save and then load again, I appear not where I was before I saved but somewhere nearby. This is not at all helpful when trying to reach a dangerous location. For example, when I was trying to get to the gold in the crashed train, I had to try countless times because I kept falling off that mountain and dying. Very annoying! Saving when I have overcome an obstacle doesnt help because as I said, I appear somewhere else. ARGH!
Also, when I get into a fight and they manage to kill me, I lose a ton of money. Also very annoying.