The solution is possible with few third party softwares which are listed below:
1. Symbian Mobiles:
For Mobile phones running with Symbian OS, you can download the screenshot tool here. You should take care that you are downloading the right version as there are two different versions of software available based on the platform of your mobile like S60 or UIQ.
The supported models for S60 are: Nokia 3250, N71, N73, N75, N76, N80, N81, N82, N91, N92, N93, N95, E50, E51, E60, E61, E61i, E62, E65, E70, E90.
And the ones for UIQ are: Sony Ericsson P900, P908, P910, P910i, Motorola A920, A925.
You may also use other programs like FExplorer or ALON Screen Capture
[shareware, 14 day trial available] for S60 mobiles.
2. Java Mobiles:
The above tool does not support most of the devices which do not run on Symbian OS. So, the solution is here. This is a mobile screenshot tool to help mobile users running with java based mobiles. Most of the Sony Ericsson and other java handsets are supported here.
3. Windows Mobile:
Again for this, you have a free, fast and easy tool from Ilium Software which may be used to capture photos of your windows mobile screen. You may download, know more features and learn to use in their official website. Supported windows mobile devices for this are: Windows Mobile 6 Professional – Classic and Standard, Windows Mobile 5.0, Windows Mobile 2003SE: Windows CE 4.21, Windows Mobile 2003 (touchscreen devices only): Windows CE 4.20
You may also use Capsure for the same purpose. This has got many features like capturing an active application, capturing in timed intervals, adding caption. Supports bmp, jpg, png and gif formats.
4. iPhone:
You can use BBScreenShooter for this purpose.