It auto saves, I believe a death star pops up.
It will inform you of this when you load the game up saying do not turn off the console when you see this icon..
Unfortunately you can not save it at a point of your choosing, its one of my only criticisms of Lego titles really.
Did this solve your problem?
Sorry this didn't help.
Great! Thanks for marking this as the answer.
How satisfied are you with this reply?
Thanks for your feedback, it helps us improve the site.
How satisfied are you with this response?
Thanks for your feedback.