I have collected some Windows 95/98/ME Alphas/Betas Screenshots and put in into the album called Windows 95/98/ME Alphas/Betas Screenshots Centre. Of course, Most of the screenshots were capped by me and some screenshots searched from internet.
Chicago: http://chicago.win95.googlepages.com/index.htm
Memphis: http://memphis.win98.googlepages.com/index.htm
Georgia: http://georgia.winme.googlepages.com/index.htm
3 sites had been browsed more than 1000 times 
Chicago Screenshots:
Preliminary Release Version:
Chicago Build 38
Chicago Build 40
Chicago Build 56
Chicago Build 58s
Chicago Build 73
Chicago Build 73g
Chicago Build 78
Chicago Build 81
Chicago Build 99
Beta Version:
Chicago Build 122 Beta 1
Chicago Build 189 Beta 1.4
Chicago Build 222 German Spanish Italian French Dutch Swedish
Chicago Build 224 Beta 2
Chicago Build 225 Chinese
Chicago Build 324 German
Chicago Build 347 English Spanish German Beta 3
Chicago Build 435 Chinese
Chicago Build 440
Chicago Build 450 Danish Finnish Norwegian
Chicago Build 456
Chicago Build 462 English Dutch Spanish French German Italian Swedish
Chicago Build 468
Release Candidate:
Chicago Build 480 English German
Chicago Build 481
Chicago Build 484
Chicago Build 490 English Portugese Spanish French German Italian
Chicago Build 499 German
Chicago Build 501
Chicago Build 502
Chicago Build 708 Chinese
Chicago Build 720 Chinese Japanese Korean
Chicago Build 852
Chicago Build 950r-2 Interim
Nashville Screenshots:
Nashville Build 999
Nashville Build 1265
Memphis Screenshots:
Alpha/Developer Release Version:
Memphis Build 1351
Memphis Build 1387
Memphis Build 1423
Beta Version:
Memphis Build 1400 Beta 1
Memphis Build 1488
Memphis Build 1511
Memphis Build 1525
Memphis Build 1532
Memphis Build 1546 Beta 2
Memphis Build 1569
Memphis Build 1577
Memphis Build 1588 Chinese Beta 3
Memphis Build 1593
Memphis Build 1602 Beta 2.1
Memphis Build 1619
Memphis Build 1629 Beta 3
Memphis Build 1650
Memphis Build 1658
Memphis Build 1681
Release Candidate Version:
Memphis Build 1691 RC0
Memphis Build 1723 RC2
Memphis Build 1900 RC4
OEM Service Release Beta Version:
98OSR Build 2106 OSR1
98OSR Build 2120
98OSR Build 2150.4 OSR2
98OSR Build 2150A
Windows 98 Second Edition Release Candidate Version:
98SE Build 2183A
98SE Build 2185A RC2
Famous Hacked Version of Windows 98:
Windows 98 Third Edition Chinese
Windows 99
Georgia/Millennium Screenshots:
Alpha Version:
Georgia/Millennium Build 2332.2
Georgia/Millennium Build 2348
Georgia/Millennium Build 2358
Georgia/Millennium Build 2350.3
Georgia/Millennium Build 2368
Beta Version:
Georgia/Millennium Build 2380.2
Georgia/Millennium Build 2394
Georgia/Millennium Build 2419
Georgia/Millennium Build 2452
Georgia/Millennium Build 2460
Georgia/Millennium Build 2470
Georgia/Millennium Build 2499.3
Georgia/Millennium Build 2499.7 English Japanese German Korean
Release Candidate Version:
Georgia/Millennium Build 2509
Georgia/Millennium Build 2513
Georgia/Millennium Build 2516
Georgia/Millennium Build 2525.6
Other screenshots:
Windows 3.1 for workgroups codename Sparta Build 14e
Windows 3.1 codename Janus Build 61d
Windows 2000 Powered
Enjoy!! 