Make a Interface call it SaveableActor. Add a Function called OnSaveRequested and OnLoadRequested add Parameters you may want like SaveSlotName, Version,etc.
Implement those on every Actor you want to Save some state. Than you can Call GetAllActorsOfClass->Foreach->OnSaveRequested. Everyone will execute their Save Method (everyone should know how to save himself, everyone does save different things)
You can also Check first if they Implement that Interface. If they dont than go for a alternative route filtering out other Objects that just need to save their Transform like simple Meshes you placed in your World and you just want to save their transform in case they got moved. Filter via Cast or Tag preferably. You surly dont wont to save Meshes that never ever will move.
Thats a Beginner friendly start for you. System that Games like Dishonered use are usually far more Complex and not something Im up to explain in a AH Post 
GL Mate