The short answer
On Windows 11, almost everything ends up in Pictures > Screenshots: Win + PrtScn saves a file there, and Win + Shift + S (or plain PrtScn, which opens the same overlay) copies the snip to the clipboard and the Snipping Tool also saves it there, as long as "Automatically save screenshots" is on in its settings (the default). On Windows 10, plain PrtScn and Win + Shift + S leave no file: the capture sits on the clipboard waiting for Ctrl + V. All the shortcuts themselves are explained in how to screenshot on Windows.
Every shortcut and its destination
| Shortcut | Destination | File on disk? |
|---|---|---|
| PrtScn | Windows 11: same as Win+Shift+S. Windows 10: clipboard only | Windows 11: yes. Windows 10: no |
| Alt+PrtScn (active window) | Clipboard only | No |
| Win+PrtScn | Pictures > Screenshots | Yes |
| Win+Shift+S | Clipboard, plus Pictures > Screenshots on Windows 11 (Snipping Tool auto-save) | Windows 11: yes. Windows 10: only if you save from markup |
| Win+Alt+PrtScn (Game Bar) | Videos > Captures | Yes |
| Snipping Tool, saved manually | Wherever you chose; defaults to Pictures > Screenshots | Yes |
Note the two different file folders: regular captures live under Pictures, Game Bar captures under Videos. A lot of "my screenshots disappeared" cases are files sitting quietly in the other folder.
The exact paths, for when you need them
On disk, the folders are C:\Users\[you]\Pictures\Screenshots and C:\Users\[you]\Videos\Captures. Files are named "Screenshot (1).png", numbered forever upward; the counter does not reset when you empty the folder. In File Explorer, typing screenshot in the search box of your user folder finds the standard captures regardless of where they moved.
OneDrive probably moved them
If Pictures > Screenshots looks empty despite years of captures, open OneDrive > Pictures > Screenshots. OneDrive's backup setting ("Save screenshots I capture to OneDrive") silently reroutes every new capture into its own tree, and IT departments enable it fleet-wide. It is not a bug and nothing is lost: it is a different folder, synced to the cloud. Decide once whether you want that (Settings inside OneDrive > Sync and backup) and your captures stop teleporting. Dropbox and Google Drive desktop have the same feature with the same symptom.
Change where screenshots are saved
The Screenshots folder is movable, and the setting hides in plain sight: right-click Pictures > Screenshots, choose Properties > Location, and point it anywhere, another folder, another drive. Windows moves the existing files if you let it. This governs Win+PrtScn. The Snipping Tool's automatic saves have their own setting: open the Snipping Tool, then Settings, and change the folder next to "Automatically save screenshots" (or switch auto-save off if you only want the clipboard). Game Bar's folder moves the same way as Pictures, from Videos > Captures.
Clipboard captures: the history that saves you
For the shortcuts that do not write files (Alt+PrtScn, and Win+Shift+S on Windows 10 or with auto-save off), enable clipboard history: press Win+V once and turn it on. From then on, recent captures pile up in that panel even after you copy something else, and pinning an item keeps it across restarts. It converts "I captured it but never pasted it" from a loss into a two-keystroke recovery.
Finding screenshots you cannot find
The checklist, fastest first: press Win+V (it may still be on the clipboard); check Pictures > Screenshots; check OneDrive > Pictures > Screenshots; check Videos > Captures; search File Explorer for screenshot sorted by date; and if you use Steam or another game launcher, its own screenshot library is separate again (Steam keeps them per-game, viewable via the Screenshots manager in its View menu). Six places, and effectively every lost capture is in one of them.
Special cases that break the rules
Four situations where the map above bends. Pasting into apps: a capture pasted into Word, Teams or an email lives inside that document; no image file exists anywhere else, and deleting the message deletes your only copy. Browser extensions: screenshot extensions save to Downloads by default, not Pictures, a third folder people forget. Remote Desktop and VMs: PrtScn captures whichever machine owns the keyboard at that moment; if the remote window has focus, the capture may live on the remote machine's clipboard, not yours. Shared PCs: every Windows user account has its own Pictures and Videos, so a capture taken under a family member's login is filed under their user folder, invisible from yours.
Why your files say Screenshot (417), and how to reset it
Win + PrtScn names files with a counter that only counts up: delete every screenshot and the next one is still Screenshot (418). The number lives in the registry, under HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer in a value called ScreenshotIndex; set it back to 1 and the naming restarts. Purely cosmetic, entirely satisfying, and a good first registry edit because nothing breaks if you get it wrong: Windows recreates the value on the next capture.
Steam, Discord and the other private stashes
On a machine used for gaming, three more screenshot systems run in parallel, each with its own folder. Steam (F12 by default) buries captures deep inside Steam\userdata\[id]\760\remote, per game; the sane way in is Steam's own View, Screenshots, Show on Disk button, and the full map is in where Steam screenshots are saved. Game Bar (Win + Alt + PrtScn) writes to Videos\Captures, not Pictures. And Discord saves nothing locally at all: an image shared there lives on Discord's servers, so "finding" it means downloading it back from the chat. When a screenshot is not in Pictures, the question to ask is which app took it.
Cleaning up a screenshots folder gone feral
Two thousand files named Screenshot (n) resist every organizing instinct. The tools that work: in Explorer, search kind:=picture in a folder to isolate images from everything else, then group by date modified to archive by month in minutes. Sort by size once too: full-screen captures of 4K monitors at several MB each add up faster than people expect. And Settings, System, Storage, Temporary files sometimes lists an old Screenshots folder wholesale, which is the one-click version of the cleanup.
Phone screenshots that appear on the PC
Two pipelines quietly copy phone screenshots onto a Windows machine, and both confuse the search. Phone Link shows your Android's recent photos including screenshots, but they live on the phone until you save one, at which point it lands in Downloads. And OneDrive camera upload from the mobile app files phone screenshots under OneDrive, Pictures, Camera Roll, right next to your photos, dated by when the phone took them. When a screenshot you remember taking "on the PC" cannot be found, check whether it was actually taken on the phone and arrived through one of these two side doors.
The macOS answer, for the other half of your desk
On a Mac the whole model is different: everything defaults to the Desktop and one setting moves it. That side of the story, including iCloud's role and a search trick that finds every capture ever taken, is in where screenshots go on a Mac. And if your Windows capture keys are not producing anything at all, start with Print Screen not working, or Win + Shift + S not working and Snipping Tool not working if it is the snipping overlay that fails.