Java

In Java, cast the Webdriver to a TakeScreenshot and then call its takeScreenshotAs() method.
This will create a File object, which you can then copy to a real disk file.

WebDriver driver = new FirefoxDriver();
driver.get("http://www.google.com/");
File scrFile = ((TakesScreenshot)driver).getScreenshotAs(OutputType.FILE);
FileUtils.copyFile(scrFile, new File("c:\\tmp\\screenshot.png"));

Python

In Python, use the save_screenshot() method of the webdriver.

from selenium import webdriver

driver = webdriver.Firefox()
driver.get('http://www.google.com/')
driver.save_screenshot("c:\\tmp\\screenshot.png")

C#

In C#, cast the driver to a ITakesScreenshot and then call its GetScreenshot method.
You can then call SaveAsFile() on the returned Screenshot object.

Screenshot ss = ((ITakesScreenshot)driver).GetScreenshot();
ss.SaveAsFile(@"C:\tmp\screenshot.png", System.Drawing.Imaging.ImageFormat.Png);