I know Cmd+Shift+4 is how screenshots are normally taken of visible areas on Mac OS X, but this shortcut does not work during a Keynote Presentation.
OS X has a command-line tool called screencapture that makes a screenshot. Try this:
- Open Terminal
screencapture -T 5 -t tiff ~/Desktop/screenshot.png(the "-T 5" option specifies a 5-second delay; the "-t tiff" option specifies saving the data in the uncompressed tiff image format)
- Hide Terminal and return to Keynote within 5 seconds
With a full-screen screenshot, you can use the crop tool in Preview.app to save the region of the screen that you want.