The original GTA had no save points. (As far as I was ever aware at least.)
It was technically divided into separate levels, after you finished one level it updated your high scores and if you won unlocked the next level. But those levels were pretty huge, given that this is one of the games that popularized the open game world idea, and could take hours to beat. Six of these levels made up the whole game. Clear your schedule for this afternoon, or you'll never make it to San Andreas part 2.