If we could save the game in a new slot each time we wouldn't have to worry as much about having our game randomly deleted by unstable mods or steamcloud.
What Wolg Said. And I don't know anybody that plays with steam cloud for DoD. It is to risky. If you need help disabling it, there are posts around here about that, but basically it is in the gaslampgames folder of the documents inside the config XML.
I don't necessarily agree with the whole thing fully (mostly because of the whole "complicated permadeath" thing, but in a part also because it would be better if the game simply didn't crash and the saves didn't corrupt), but Bohandas does have a point here. Having an ability to stop older saves, even just on certain points like "the first time the character entered a particular floor", without resorting to copying the whole thing manually, would help people who play with mods and lose data frequently because of "random" corruptions.