I took them w/o the HUD (using Ctrl+Shift+H), but things like item names on the ground, damage numbers, and the health and name of my target still stuck in the shot. I'm not aware of a way to get rid of those when taking a SS.
If there is, please let me know and I can see if I can get some different ones.
EDIT: I've found that if you hit Shift+PrntScreen that the health bars and names will disappear, but damage numbers will still float above the heads. Is there a way to turn this off?