You can plug the PlayStation into some desktop computers, and play the game on a program written to watch TV on you computer through an aerial. They're usually included in the software in the computer, eg Apple Video Player.
They often have screenshot and recording functions. When I had to use a computer to play my PS1 briefly several years ago, I had loads of fun getting screenshots. Mostly of Spider-man, but a few of the AE glitch Abe when you use the invulnerability cheat and take on the Greeters.
Or, try plugging it into digital video cameras, the game should appear on the screen. I brother used to to that to make rip FMVs for his compilation disc, though sound came out of one speaker only and the video quality wasn't as good. You can use that to record a sequence, then break it down frame-by-frame to get your screen capture.
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