Is Downloading Save Files Illegal?

Is downloading video game save files from the internet illegal? -- Like I found a few save files from gamefaqs.com -- I haven't downloaded any of them, I just wanted to make sure it was legal before I did. To me it seems like it would be legal, like you're not stealing anything, but infringement and copyright laws can be quite confusing. -- Also, what's the point of downloading a save game file that's already been beaten? It seems to defeat the purpose of playing the game.