/System/Library/Screen Savers/
There are four screen savers with images (Abstract, Beach, Cosmos, and Forest). Control-click on any one of those four, and pick Show Package Contents. When the new window opens, navigate to Contents/Resources/Images, and you'll see a list of images (and their previews, if you switch to column view).
To use the images as desktop pictures, just copy the one(s) you are interested in to a destination in a new finder window. You can now tell Desktop Preferences to use these images as desktops!

