I'm a long-time user of ScummVM, but I've never actually used it on a USB drive. The first time running ScummVM through the USB went well, and I could save properly.
The next time I started the program, however, ScummVM's configurations were gone, and I had to re-add my game into ScummVM. Upon trying to load the game save, however, ScummVM showed me nothing. I manually changed the save directories to where they were kept, but ScummVM still failed to find anything.
With a bit of Googling, I found a Portable ScummVM and tried doing the same thing. I added the game and manually changed the save directory, but nothing.