In Fantasy Baseball, you expect this out of the guys whose job title is to close. I am talking about your closers, of course. There are a number of different beliefs when attacking saves, whether it be to put an emphasis on them and draft at least one of the Top 10 closers, whom you can plug in and (likely) not have to worry about as long as they are healthy. Others may say the position is so volatile that you can plug and play throughout the season. However, you can never have enough save options.
For those in deep leagues, say the NFBC where you cannot make pickups or 15-team leagues, you should be drafting setup men that have the chance to close. Those in shallower leagues should add these names to their list of sleeper closers, and do not hesitate to take a flier. It is easy to grab a setup man who could soon win the job, but once the change is official, be ready to blow your FAAB.