How to take a screenshot of the lock screen in Windows 8?
You can try to use the Windows 8 Login Screen Capture tool there : http://www.technoarea.in/how-to-take-screenshot-of-windows-8-login-screen/
The website says that it makes possible take a screenshot of the lock screen, by pressing the Windows Key + L.
The only other way I know is to RDP in (further to Bali C answer) then you can use Print Screen.