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If this is for PC you can dump it using DxWnd or old NinjaRipper. If it's Xbox 360 you have to use Cheat Engine to remove the gameplay screen so it only shows the backgrounds. By default CE doesn't search emulated mapped memory but in the options there is something to enable it then you can toggle the position +1 and -1 until you narrow it down and then change the value so it goes off screen and you can take a screenshot
This is how I did the gallery for the Dodonpachi Saidaioujou backgrounds you can find on the internet
