Thats what a save is. The last pitcher to protect the lead gets the save. If he gives up runs and loses the lead, its a blown save. If your a mid reliever, you can earn a hold if you do the same thing (not give up the lead), and pass it on to the closer who finishes the game and earns the save.
Saves: Rule 10.20 in the Official Rule Book states: Credit a pitcher with a save when he meets all three of the following conditions: (1) He is the finishing pitcher in a game won by his club; and (2) He is not the winning pitcher; and (3) He qualifies under one of the following conditions: - (a) He enters the game with a lead of no more than three runs and pitches for at least one inning; or - (b) He enters the game, regardless of the count, with the potential tying run either on base, or at bat, or on deck (that is, the potential tying run is either already on base or is one of the first two batsmen he faces; or - (