Apparently TSW's default screenshot folder has a cap of Name_999 (or Name_000). I was getting close to 1000, and di an AP farm with Dyna last night. When I went to pull up the screenies I'd taken, only a few of them were there, and all of the rest are nonexistent.
If you're screenshot happy like I am, make sure you go into your folder, and either rename the folder when it gets close to 1k for a character, or do what I do have have a Game Screenies folder in My Pics, and make a sub folder to dump the entire thing in.