Or, anywhere outside "userspace?" For example, the login screen, or in Single User Mode.
Where OS X is booted but you can't take a screenshot because you're not logged in (e.g. the login screen, lock screen) you can take a screenshot over SSH. Connect over SSH to your Mac and run…
Where OS X isn't displaying a GUI (e.g. single user mode, boot sequence), you can't take a screenshot. This doesn't apply to virtual machines though, if you're determined to get a screenshot.
You most definitely can do a screen capture from Recovery.
You will get crosshairs so you can select what you want a screenshot of (like CMD-Shift-4)
name_of_HD=whatever the name of the HD is
When you login as that user, the screen capture will be waiting on your Desktop.