How can I backup data from apps or games?

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...BlackBerry Link?

How? Where do I find the data on my BlackBerry?

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Back up through Link. The data isn't usually user-visible, but a full backup (or at least an app backup) would save the data.

Even if the data is backed up through Link, it's encrypted, so it's still inaccessible to anything that isn't BlackBerry Link.