First of all, There’s already a really nice plugin that does that and much more, it’s called BufferScroll
Buffer Scroll is a simple Sublime Text plug-in which remembers and restores the scroll, cursor positions, also the selections, marks, bookmarks, foldings, selected syntax and optionally the color scheme.
Trying to answer your question, I did a quick check on BufferScroll source code and it seems that it store all data in Settings folder inside a Gzip file. on mac it’s at ~/Library/Application Support/Sublime Text 2/Settings/BufferScroll.bin.gz
it’s worth to mention that it’s the same folder sublime text uses to store session, auto-save session and license files.