1.In MVC there are other ways to do it, and not should be done like in ASP.NET.
2.The best and easy way to do (that I supposed that you want) is to use AJAX call from your view (page) to call you "Save" method on your controller and for success to show your alert message, like in the next example:
@using (Ajax.BeginForm("Save", "YourController",
new AjaxOptions
{
HttpMethod = "POST",
OnSuccess = "alert('Data saved!')"
}))
{
<input type="submit" name="save" value="Save" />
}