If you ever moved around with actual save files then it might be this (what I tried to say above):
C:\Users\YourName\Documents\My Games\Sid Meier's Civilization 5\ModdedSaves\single <-- campaign saves
C:\Users\YourName\Documents\My Games\Sid Meier's Civilization 5\Saves\single <-- normal saves
Now, if you're trying to say you never touched any files, you just saved a game twice - then I must assume either of those:
a) You saved it on the same turn and therefore have overwritten the first save due to it having the same name.
or
b) One of the saves was done manually or via quicksave, the other was an autosave. There is an option to show/hide autosaves, so maybe what you're searching is there.