So Cryostasis appears to have an inbuilt screenshot function mapped to F12 by default, however i can't seem to find where they're saved.
The readme says they woud be in My games\Cryostasis, but there's no folder like that with this version, and there doesn't appear to be a way to change the screenshot path in any of the .cfg files.
The readme also suggests saves would be in that directory, but they're in the game's data directory.

Fantastic game by the way, i played it a little before but i just couldn't resist picking it up for $4, what a great deal.

I have the Steam version and found this folder:
...\Cryostasis\Data\Screenshots\

I guess this is where the screenshots go. See if it's the same in the gog version.

Hmm, doesn't seem to exist in my version, i'll try making it, hitting f12 a few times and seeing if anything shows up in there.

Well, I've tested it since then, and it also doesn't work for me. Basically, nothing happens when I press F12. Also, judging by a few google searches, nobody actually knows where the screenshots are saved, or wether the screenshot feature actualy works.

Ah, i guess that's the kind of thing that happens with these low budget high concept games, no big deal, can always use fraps.