In Preview or other applicable Apps, right click the name on the title bar to reveal the directory tree of the current file.
Select a search result in spotlight, press command to reveal its path, or hold command and double click to open the file in the enclosed folder.
- whole screen: press command+shift+3
- selected area: press command+shift+4 and drag the cursor. Then you can also hold shift, option or space to adjust the area.
- window or menu: press command+shift+4 then space. Move the cursor to any window and click.
Combine control to any of the keybindings to save the screenshot to the clipboard instead of the desktop.
See Link for details.
This feature is disabled by default. To activate, System Preference->Keyboard->Shortcuts->check All controls