Windows
Your Choplifter HD save file should be located under the following directory:
<your username>\Documents\My Games\UnrealEngine3\ChopGame\SaveData
Android
You'll need a file manager app on Android, such as ES File Explorer, or a USB cable to plug your device into a computer.
Once you have your Android file manager app open, or your device plugged into a computer via USB, you need to navigate to your root local directory on your device. On most devices running newer versions of Android this will be a folder called "sdcard" (but this will vary depending on your device and install location).
From there, you should see a folder called "Choplifter_HD". This is where your saved progress is stored (the game install data is stored elsewhere).