You can add pushpins to msn's maps at
http://mappoint.msn.com/ . To save your pins you'll need to login. Google Earth also has a pushpin feature but it sounds like you're looking for an actual map instead of a sat photo.
If you're looking for maps you can store on your computer and access w/out a net connection you could try Microsoft AutoRoute, the European version of what's called Streets & Trips in the US. It has pushpins.