I want to save my objects in place as a movable editable entity. I have been searching the internet for an answer, but I have failed to find one. I have this broken wall, that I used rigid body to make fall and I would like to save all of the rocks as a single object but nothing I do is working. I've tried to bake, duplicate, and everything I do just resets them to before the animation.
The option you are looking for is 'Apply transformation' button under the physics tab in the toolbar of 3D view.
Select all the broken wall pieces and 'Apply transformation', when you are on the desired frame. After that, while all the pieces are still selected, click on that remove button. This removes the physics on these objects.You can join all these pieces with 'Ctrl + J', if you want to make them into one object.