Actually, for some games, Steam will do that too! I don't know when the released it, but if you look in your Steam Library, if the game has a little cloud icon next to it, your saved games and other settings will be shared between computers. Right now on my screen, COD2, Torchlight, Dawn of War II, and a few others all do this.
If you go to the Steam menu -> Settings -> Downloads+Cloud, then check the box for enabling steam sync for games that support it.