Damn, I wish there were a way to do screenshots on consoles.

Same here too. *sigh!*
I play this game on the X Box 360, and no good options of taking screesnshots..... unless you have X Box Live of course, which I don't have.
Another option is..... if you have a digital camera, (as I do) you could always take a picture of your t.v. screen of the game shot you want to take, then upload it here via a photo/imaging website.
Seeing this thread now, I wish I could've done yesterday, as I had the most weirdest thing happen in my game.
I saved my game in Markarth yesterday, and then made a fast travel to the Thieves Guild in Riften.
At that point, my game screen went all weird. I have Lydia as my companion.
As I reached the enterance outside the thieves Guild, it looked like Lydia was stood on top of me

, and a weird mix up of the scenery around me as I couldn't make out where the enterance was.
I did a re-load of my last save in Markarth, another fast travel to the Thieves Guild and all was fine again after that.
If only I'd taken that screenshot to show off though. Never mind. Think I might do next time something weird happens.
