If you are using the ATI fglrx proprietary drivers, you might have come across a nasty bug in Elementary OS while trying to take screenshots. Whenever I tried to take one, they would be incomplete, showing only my desktop and none of the windows open at the time. You can imagine how frustrating this little bug is. It does not seem related to Elementary, rather to the fglrx proprietary driver that comes from the additional drivers repos (aka Jockey).
I stumbled upon the solution to this annoying bug on a forum and it seems to affect different distributions. The solution is quite simply to go to a tty by pressing Ctrl + Alt + F2 and then back into the graphical shell by pressing Ctrl + Alt + F7, then take a screenshot.
You should have a nice screenshot featuring all the windows you want to show !
Let me know in the comments if you have a better solution to the problem.