They're located in a folder in your City of Heroes program folder. It would be "Program Files/City of Heroes/Name of folder(can't think of it off hand)/Screenshots" I believe.
TL
If you grabbed the screenies by hitting PrintScreen while in game, the get saved to your <installdirectory>\screenshots
Be well, people of CoH.
goto whatever drive you installed CoX in, then open your CoX file and there should be a screenshot folder that has all screenshots you have taken of CoX.
thanks, you helped me out alot, thanks
There are some hints on taking screenshots around, somewhere, you might want to read up on the various ways to store, save or take particular pics. If you have questions just ask! 
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Repurposed
What TA said! 
i cant find my screeenshots i took of my char's? where would they most likey be saved onto my computer? can yuo help me?
Aoyagi