I just beat/finished The Legend of Zelda: Twilight Princess. I stepped out of the room while the credits were playing. When I came back, the title screen was showing. Did I miss my chance to save? How do I save my game after beating Ganon?
Not every game lets you save after the final boss or has a "New Game+" mode. Twilight Princess is one of these.
After you beat Ganon, there's nothing else - you're done. You've beaten the game. Nothing comes after, so there's no reason you need to save after.
If you want to go back and collect heart containers (or whatever else), you'll have to manually trudge out of Ganon's castle to get them.
Zelda may have been one of the first to use the concept of a NewGame+ (With the original LoZ's 2nd Quest), but not every game has them. Ocarina of Time and Twilight Princess, for instance, don't. Windwaker and Skyward Sword, do. It just varies by game.