Why can't I take a screenshot on my second monitor on my Mac?

You can do this easily with the grab utility found under Applications -> Utilities.

There are 4 capture modes: Selection, Window, Screen, Timed Screen. If you select the Screen mode, grab will tell you to select the screen you wish to capture.

Below are the key combinations for screen captures, copied from http://www.pointlessart.com/education/Screen-CaptureKeystrokes.htm

In my experience the most general purpose is cmd-shift-3, which makes multiple files on your desktop if you have multiple screens.

Press Cmd-Shift-3 to create a picture file on your hard drive, in the PICT graphics format, that depicts the entire screen image. A satisfying camera-shutter sound tells you that you were successful. (The file is called Picture 1. Each time you press Cmd-Shift-3, you get another file, called Picture 2, Picture 3, and so on.) You can open this file into SimpleText, Photoshop, AppleWorks, or another graphics program, in readiness for editing or printing.

Press Cmd-Shift-4 to turn your cursor into a tiny + symbol. Now drag diagonally across the screen to capture only a square chunk of it. When you release the mouse, you hear the camera-click sound, and a Picture 1 file appears on your hard drive.

Add Caps Lock to the Cmd-Shift-4 keystroke to turn your cursor into a bullseye symbol. Now you can capture only one window or dialog box - after you click inside it. This trick saves you the trouble of cropping out unnecessary background details in your graphics program

Add Control to either of those keystrokes if you want the resulting image to be copied onto your Clipboard, ready for pasting into (for example) Photoshop or AppleWorks, instead of creating a PICT file on your hard drive.

This stopped working when OSX added that feature where the Doc jumps from monitor to monitor. Whatever they did messes up the ability to take screen shots after you move your laptop between single/multi-monitor setups.