I want to change my Lumia 820 to 650 and I want to move my games progress. Most games havent sync with fb or other storage. How to move game progress to another phone?
Starting with WP8.1, some games back up their data (usually including player progress) to Microsoft's servers. However, not even all new games do this, and ones written before WP8.1 (or written to support older OS versions) don't even have the option (short of asking you to enter your OneDrive credentials or something).
There are options, but they're all terribly unofficial and usually somewhat "hacky". Both getting your files off the old phone, and getting them onto the new one, are official not possible. For the old phone, there's actually a lot of options (so long as you're still on WP8.1): use an interop-unlock and capability-unlock hack to browse the file system to the isolated storage folders for apps using an app on the phone, use a "full FS" hack for MTP and do it via USB, use http://www.wpinternals.net/, or put the apps on SD card and use on-phone hacks to get at the app data on the SD card. I can explain these in more detail, but you'd be better off checking sites like http://forum.xda-developers.com/windows-phone-8/development for tools and instructions.
Getting the extracted files back onto a 650 is going to be harder. While W10M is actually more permissive than WP8.1 when you're working without hacks, it's harder to hack (or at least, we haven't gotten as far yet). SD card hacks may be an option (see the Lumia 950 forum on XDA; most stuff will work on the 650 as well).