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Is there somewhere I can turn this on or does it not exist?

I suggest using a real password manager. My pick? 1Password

But there is basic username and password saving in Safari.

Safari Preferences. AutoFill tab. "Usernames and Passwords"
 
Is there somewhere I can turn this on or does it not exist?

Yes, Safari does save passwords to the OS X Keychain Access app in /Applications/Utilities. Starting with Safari 6, you can view those saved passwords in the Safari preference in the Passwords tab.
 
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