If you start sublime_text.exe from the command line with an argument to a file in a folder that doesn't exist, Sublime Text 2 will open and present you a blank file, but on save gives the error message "Unable to save <full path to file>".
Example: sublime_text.exe c:\afolder\afile.txt
Where c:\afolder\ does not exist.
I think instead of the error message, Sublime Text 2 should create the folders that are required.
Customer support service by UserEcho