No more desktop littered with PNGs you're taking into Photoshop! I'm not sure this is documented anywhere... but I was very happy to stumble across it.
Good old Mac Option key. It's always the $20 bill you never knew was in your sofa cushions all along.
+1 to this request
I'd love a "copy screenshot to clipboard" menu option as well.
No request needed: the feature is already there! (By ctrl/option-click.)
It would be more discoverable in the menu, though. (I wouldn't say no to a keyboard shortcut either.)
Is it Alt- (Windows) or Option-Click (Mac)? Or what was the discovered hotkey 
Option-click the screenshot button (looks like a camera) on Mac.
I would guess that the equivalent on other platforms is alt-click, but if anyone discovers it's something else, let us know for future reference!
(You can tell if you have the right key without even clicking: holding Option makes the camera change to a clipboard icon, ready to be clicked.)
Brilliant. Thanks! That worked for me 
It's Ctrl on Windows
Great! If anyone can verify the key on Linux, let us know!
Also control on Linux.