How does copyright work on screen captures? I am writing an article comparing three pieces of software. I have taken screen shots of all of them and would like to use them in a non-open access article. Given the intended journal, there is a reasonable chance of the images being on the cover. What are the copyright issues associated with screen shots?

Specifically, one of the pieces of software is free and open source (GPL v2), and two are free as in beer, but closed source with unknown licenses and no EULAs. To further complicate matters one of the closed sourced pieces of software looks and functions very much like a proprietary piece of hardware produced by a massive company. Three years ago I contacted the developer of the software and asked about using a screen shot and he said it was fine. The software is still widely available, but the direct download from the developers site now has text indicating that the massive company has "requested" that it be taken down. I own the physical hardware and am not aware of any crazy licensing restrictions. I could use a photo of the physical hardware if that is better.
You need legal advice. Talk to an attorney.

Perhaps your institution has one that you can take advantage of. Everything from here on out is rank speculation, and even your attorney's advice may not protect your from suit.

If you can, get permission from each source you want to take a screen capture of. There may be copyright protectable elements in those screen shots. There may also be trademarked elements. 

If you cannot get permission for whatever reason, you may have to rely on fair use. Fair use is a defense to an infringement suit not a get out of jail free card. By using a copyright or trademark protected work without a license, you run the risk of lawsuit. Your institution may not be willing to rely on a fair use defense. Also, your publisher may not be willing to rely on a fair use defense (since they will be the lawsuit target). 

I personally think your use is without question a classic and canonical example of fair use, but that doesn't mean that you will prevail in publishing without permission. Many venues require that your sign a form saying that you have the copyright or permission to use all your images, so be careful.