A method and system of checkpointing multi-threaded applications, and multi-process application groups on WINDOWS® operating systems. In an exemplary embodiment, the method may include creating at least one full checkpoint for each application in an application group, and creating at least one incremental application checkpoint for each application in the application group. Further, each of the at least one incremental application checkpoint may be automatically merged against a corresponding full application checkpoint. Further, checkpointing may be synchronized across all applications in the application group. Further, checkpointing may be configured to perform live migration. In the exemplary embodiment, checkpoints are triggered asynchronously using Asynchronous Procedure Calls (APC).