Yes, a NAND backup includes all of your save files. If you were to brick, and if you reverted to a backed up NAND (with boot2, NOT IOS!!!) you would have the save files that you had at the time of the backup. If you have boot2, and are worried about your save files, backup your NAND often. There are ways to get save files off of a semi-bricked wii before NAND restore, but they are slightly more difficult.