DLC from Games for Windows Live won't carry over
On Friday, Capcom will transition the PC version of Super Street Fighter IV Arcade Edition from Games for Windows Live to Steamworks, though "your GFWL enabled game will still function as normal for the foreseeable future," notes the company.
The process itself is straightforward: if you own the game through Steam, you'll be able to download a new version of Arcade Edition beginning Friday which will prompt you to copy over existing GFWL save data. Owners of the GFWL retail version of Arcade Edition will first need to register their copy on Steam using their original activation key before going through those steps.
There's just one major issue with the move to Steamworks: "both paid and free DLC [obtained through Games for Windows Live] will not be transferred over in this process," according to Capcom. DLC bought through Steam, however, will carry over.
Other companies have exceeded expectations in this situation. When BioShock 2 and the Batman Arkham games made the switch, folks who owned those games via GFWL were given free upgrades on Steam that included DLC, no questions asked. But, yeah, Capcom.
SSFIVAE GFWL to Steamworks Transition [Capcom-Unity]