thorn is half right about windows, completely wrong otherwise
windows: C:\Documents and Settings\<you>\Application Data\Tremulous\base\screenshots (up to date client)
C:\Documents and Settings\<you>\Local Settings\Application Data\Tremulous\base\screenshots (slightly older client)
linux: ~/.tremulous/base/screenshots
mac: ~/Library/Application\ Support/Tremulous/base/screenshots/
replace <you> with your user name and base with the mod you were playing when you took the screenshot.