Well, actually, yes and no.
If you have a memory manager memory card (need to use boot disk every time you play) you can zip your individual game saves and have more than one. The thing is, you can only have one gamesave un-ziped at any time or you will corrupt them.
BTW,... I dont reccommend buying a memory manager,.. they are a pain in the ass and you can get 10 times the bang for your buck with a sharkport/X-port because then you can have as many gamesaves as you want,... you just keep them stored on your PC. 👍