@felipeaf Your games are probably in a directory called ".save". Check ~/.steam and/or ~/.local/share/Steam directories and you will find your games.
I got same issue after NVidia update, which somehow required STEAM to update, in order for it to start. Those for me, those directories contain only the new material. All game-related files and saves were deleted. Using Ubuntu 14.04LTS.
Isn't there way to sync game-saves of HL to cloud?
Nothing extracted yet.
Your system information
I had installed several games in my Steam Linux. Today, i did an update (automatically started with steam launch), and, first of all, this had made an logout (i have checked the remember option, but i had to to do a new login), and after, i see that all games that i had installled, now are uninstalled (avaible to install) in library.
I haven't tried do this update again (because i would need to reinstall previous version), so i don't know if is easy to reproduce.