There are two ways to take a screen capture of a virtual machine:
From the Fusion menu bar, click Virtual Machine > Send Key > Print Scrn.
This works like a regular Windows screen print, and puts an image of the Window screen into your Windows clipboard. From there, you can paste it into an application like Paint or Word.
You can use Fusion's keyboard mapping feature to map keys on the Mac keyboard to the Windows Print Scrn key. For example, you can map the Mac keystroke Option+P to Alt+Print Scrn. For more information, see Tips on using a Macintosh keyboard (1001675).
Use the Mac utility Grab (its keyboard shortcuts work when in any application, including Fusion):
Command+Shift+3 takes a picture of the whole screen (which works best if you first maximize your virtual machine window or switch to Full Screen or Unity mode) and saves it to a file on your Mac desktop.
Ctrl+Command+Shift+3 copies the picture to the clipboard, rather than saving it to a file. You can then paste it into an application on the Mac (for example, TextEdit) or into a Windows application.
Note: The preceding links were correct as of August 06, 2021. If you find the link is broken, please provide feedback and a VMware employee will update the link.
Additional Information
The Print Screen command may not function when using Fusion 1.x. A complimentary update to Fusion 2.x is available from the VMware Download Center.
Note: Certain third-party Windows applications also allow you to take screen captures.