I have the Steam "edition" of Undercover and it has the quite annoying feature of not playing very nice with screenshotting.
Since Steam actually launches some sort of launcher (sigh) that then quits, the overlay doesn't work (and so doesn't F12); also, when I try and press PrtScr, what I get instead is:
Is there any non-external non-photo-mode way of taking screenshots of this game?