This is a stupid question perhaps, but I still kinda want to be sure.

If I take a screenshot of a game I have bought and then publish is in my blog for instance, is that allowed? or is it a violation of a copyright? How about multiple screens from the same game?

You should be in the clear as it should fall under the fair-use policy, but there hasn't been a precedent for this medium.

Edit: see this. So as I said, it's basically a gray area.

taking pics of football mmo is considered as a abuse and the blog will be taken down by the gods of gaming themselves

If you took a screenshot from a game I made, I'd be all like "that bastard broke into my apartment!! O_o", but wouldn't really mind otherwise. Anyway, I would imagine it's okay, since so many people are doing it and so few are getting sued. (This wasn't legal advice, and I can't be held accountable, neener neener)

Perhaps he HACKED into your computer through the INTERNET and remote CONTROLLED it to run the game and take SCREENSHOTS! If you saved the game to an external drive and removed it from the computer in order to protect from similar situations, he might've ordered a robot to your place in order to look for the drive and connect it.

Have you seen a small robot scrounging through your drawers recently, it'd likely have been beeping silently in morse, probably translating to something akin to "where the hell is that damned drive"?

If screenshots were illegal, then Steam would be promoting breaking the law with their community. Suffice to say, it isn't illegal (though may be considered gray area as others have said). If it ever does become illegal then we'll see Steam change for sure.

What is it with Europeans and The Law? ;) Sorry, I'm sure you can bring up examples of American law being stupid. :P

Is your blog something you're making money off of, or is it popular enough for you to be worried about what could happen?

I asked my professor this for my web developement course. Technically, you do need to get permission from the copyright holder. He recommended this site to the class to check out for information on it: http://fairuse.stanford.edu/Copyright_and_Fair_Use_Overview/index.html

However, you might be able to get away using "fair use" if it is for reviewing or educational purposes. I think most publishers tend to overlook fan usage of the screenshots provided that you are not doing anything outrageous.

You'd only have issues if you're under some NDA.

Not to mention the thousands upon thousands of Let's Plays, soundtracks, and cutscenes that are on YouTube.

The legal questions are extremely difficult as there are just about no precedences.

And there aren't any precedences because nobody cares. Many factors come into play (even freedom of speech can be an issue). Just do it. Worst case scenario, you get a notice to take them down.

It depends on country/ Most countries have a Fair Use legislation, but what is considered fair varies quite a lot.

UK = http://www.copyrightservice.co.uk/copyright/p09_fair_use
US = http://www.copyright.gov/fls/fl102.html
To much to read = http://www.centerforsocialmedia.org/fair-use

The main problem with all of them is that it is always debatable if it is has been fair use or not, it changes from case to case, and you will never know whether you are within the parameters or not until you have been sued and gone through a court case (or whatever it is called...)

I don't think that they overlook it, they endorse it.
But who would do that? Most possible uses of screenshots are free advertizing and the moment a publisher/developer would force a journalist to take down a negative review (or at least the screenshots used in it) the Streisand Effect would kick in. The revenge from other journalists and the online community would be gigantic.

No it's not illegal and it's not a grey area.

I think you're going to be fine if you post some screenshots on your blog. I wouldn't say it's wrong and I don't think any copyright holders have ever really put the stamp down on places hosting some screenshots.