screenshot disappears after dragging

I love the ability to drag the thumbnail of a screenshot into an app I'm working with, and have the screenshot just show up. But when I do that, I can no longer find that screenshot in the finder. It only seems to live within the app I dragged it into. My guess is this is a "feature" not a "bug" but there's one problem. Not all apps are interoperable, and now I'm not able to copy/paste my screenshot between apps. I think I have to take another screenshot.

Anyone know if the original screenshot file is being saved somewhere other than on my desktop?