218w ago - Recently PS3Blog.net (linked above) has compiled a list of locked game saves on the PS3 console. Although most PS3 game saves are not locked to the console itself, the exceptions to this rule are detailed below.
The list is derived from a few smaller ones including those on Eurogamer and Loot-Ninja, and if anyone here wishes to add to it feel free to do so and you will be +Rep'd!
Locked PS3 Game Saves:
• 50 Cent: Blood on the Sand
• Assassins Creed 2
• Batman: Arkham Asylum
• Bomberman Ultra
• Brain Challenge
• Burnout Paradise
• Call of Duty: World at War (mixed reports)
• Call of Juarez: Bound in Blood
• Crash Commando
• Dark Mist
• Demons Souls
• DJ Hero
• Dragonball Z Burst Limit
• The Eye Of Judgment
• Fat Princess
• Fight Night Round 4
• Godfather 2
• Guitar Hero: Metallica
• Guitar Hero World Tour
• Heavy Rain
• High Velocity Bowling
• Juiced 2: Hot Import Nights
• Killzone 2
• LocoRoco Cocoreccho!
• Lost Planet: Extreme Condition
• Mega Man 9
• Mercenaries 2: World In Flames
• Mortal Kombat 2
• Namco Museum Essentials
• NCAA Football 10
• Need For Speed: Carbon
• Need For Speed: Pro Street
• Need For Speed: Shift
• Rock Band
• Rock Band 2
• Sam and Max: The Devil's Playhouse
• Skate 2
• Sonic & SEGA All-Stars Racing
• Sonic's Ultimate Genesis Collection (ingame savestates are protected)
• Soul Calibur IV
• Star Ocean: The Last Hope International
• Street Fighter II Turbo HD
• Street Fighter IV
• Super Puzzle Fighter II Turbo HD Remix
• Super Street Fighter II Turbo HD Remix
• Tekken 5: Dark Resurrection Online (mixed reports)
• Tomb Raider: Anniversary
• Tom Clancy's Rainbow Six Vegas 2
• UFC: Undisputed
• Vampire Rain - Altered Species
Patched PS3 Game Saves (to Remove Copy Protection):
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You have Tekken 5 DR listed as "mixed reports." I have the game and there are two save files for it. One can be copied and the other can't. I can check which is which in a few minutes if that's important.
Tekken 5 DR Online: "customize data" can be copied and "play data" can't.
2 other games to add to the list are Guitar Hero 5 and Band Hero.