There is a bit of a problem regarding save data for Aliens: Colonial Marines. The problem in question is a nasty bug that is completely wiping out save files for the Xbox 360 version of the game. Sega recognizes that a "small number of users" are experiencing the bug, which is wiping out their save data and resetting their progress.
According to Polygon, the infestation is quarantined to the Xbox 360. It may also be due to the optional install data for the game that would normally decrease loading times. Sega stated regarding the issue:
If you experience any issues with your save game data, please try uninstalling the game from your HDD and playing from disc while we investigate what may be causing this issue.
In case you missed it the first time, take a look at our Alien's: Colonial Marines review. The game features up to four player online and LAN co-op, and two player local co-op for consoles.