I have beaten the new game but I would like to go back and play it to retrieve an artifact that I missed. I got them all but one. Is it a way to do this without losing everything I have accomplished? Also is it possible to go back and play through the levels for fun without losing my saved game data?

You can pick and play missions that you have played through already without losing any game data. Starting from scratch, especially when changing difficulty will overwrite your progress. You can back up the game and restore it later if you need to.

What system are playing the game on? If a PS3, instructions below, if 360, somebody else could help here. On the Wii, just copy the save file from the system's on board memory to a SD card.

If you're playing on the PS3, go into the save data folder, highlight the game save file, press triangle to bring up a menu, select copy. This will copy the file to your memory stick of choice, I use a SD card for my save file back ups. Depending on what version of the PS3, you may have a variety of memory card options but all PS3's have USB slots so that may be the simplest option.

You should just be able to go select the chapter you want to play. In fact, when you do that, it should tell you what levels you still need to get artifacts/ghost scans in.

I have the 360 version, Swift Justice.