With the terminal application, you need to navigate to this path:
/System/Library/Screen Savers/Beach.saver/Contents/Resources/Images
to do so, type:
cd '/System/Library/Screen Savers/Beach.saver/Contents/Resources/Images'
You will see:
Beach01.jpg Beach04.jpg Beach07.jpg Beach10.jpg Beach13.jpg
Beach02.jpg Beach05.jpg Beach08.jpg Beach11.jpg
Beach03.jpg Beach06.jpg Beach09.jpg Beach12.jpg
Just copy them to another location, such as your home (cd ~) directory. For the other screensavers, just substitute 'Beach.saver' with the screen saver's name.
To copy files to another directory, type:
cp Beach03.jpg ~/
(copies beach01.jpg to your home directory.)