Apple has designed their screenshots in OS X to have a shadow for last several several iterations of OS X. It looks kind of cool, but some people (yours truly included) do not like the shadow effect. If you are one of those people there are a couple of ways to remove it in Yosemite and previous versions of Mac OS.
Using The Terminal
The first method involves going into the Terminal app in your Utilities folder. Don’t panic! If you are not a Terminal users there are other ways to do this, albeit involving utility type software. To remove the shadow using Terminal go to the Utilities Folder in your Applications Folder and open Terminal. Then paste in:
defaults write com.apple.screencapture disable-shadow true
After the prompt returns just enter the following command to restart the UI Server:
That should do it. Now when you take screenshots the shadow should be removed. You may have to restart your Mac to get this to complete, YMMV.
If you are not comfortable with the Terminal there are other apps that have a setting to do this like MacPilot by Koingo Software.
Using Third Party Apps
MacPilot is a very versatile app that puts a GUI interface on top of bunches of Unix commands that allow you to tweak the OS X interface. MacPilot is a totally cool app. If you have any inclination to tweak OS X at all it is worth the $29 let me tell you. If you have MacPilot, open it and select “System” in the left hand column. Then click the “Screenshot” tab and check the box to Disable Shadows:
That is all there is to it. There are other OS X third party utility apps that have this functionality. I use one called Cocktail. Cocktail has been around for years and is a good app. If you have Cocktail just open it and navigate to the “Interface” icon. Select “General” and check the box to Disable Shadows.
I am sure there are other Mac utility apps that have this functionality. If you find the shadow effect annoying, just turn it off using whatever method works for you.