when u set up your buttons for the controller, dolphin saves the settings in a file called joypadconig in the dolphin folder. what u can do is make a folder for each game u set up the controller for, then as u config the controller for each game, move it to that folder. then just go into the folder for the game u want to play and copy the config file to the dolphin folder. do that each time u change games. get it?
there is no save feature yet, but there is a feature request thread here
there is no save feature yet, but there is a feature request thread here